But such a scenario is not acceptable to Chelsea, who want Costa to return to training and put himself in contention for selection.
We reported earlier on Monday that Costa has been fined two weeks' wages by Chelsea for failing to return to pre-season training with the club.
The 28-year-old was given an extra week off in the summer and was due to report back to training four weeks ago, on Monday, 17 July.
Having arrived from Atletico Madrid in the summer of 2014, Costa has been a key figure in a pair of Premier League title successes for Chelsea.
The Spain international has scored over 50 goals for the Blues but has also been a volatile presence at times and it has been suggested that he has a poor relationship with manager Antonio Conte.
Costa now says Conte sent him a text message informing him he was no longer wanted at the club and added that he thinks Chelsea are blocking his favoured move back to Atletico.
He said: "If I have to, I will stay in Brazil. I am open to being a year in Brazil without playing, even if Chelsea fine me for a year and don't pay me.
"I'll come back stronger. If I was in the wrong, I'd go back now and do as they say."
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