Sportsmail has arrived unannounced and uninvited but, standing on the doorstep of his childhood home, Chelsea outcast Costa puffs out his cheeks and shakes his head.
'It's going well for Chelsea, isn't it?' he grimaces. 'The red card changed the game but anyway, you've come a long way and I have nothing to hide. Come on in.'
So in we go, to be greeted with smiles and handshakes from Costa's parents, Jose de Jesus and Josileide, and a small entourage of family friends.
His father, known as Zeinha, is the man who named his son after Diego Maradona while Costa's elder brother is Jair, after Jairzinho, the Brazilian icon of the 1970 World Cup.
Perching himself on a chair in the garden, Costa smiles ruefully: 'It's been a strange summer.' Strange is one word for it.
After helping Chelsea to the Premier League title by scoring 20 goals in manager Antonio Conte's first season at the club, Costa finds himself 5,000 miles from Stamford Bridge on the opening weekend of the new campaign.
Costa's summer began with a text message from Conte, informing him his Chelsea career was over. Costa has not been at Chelsea since the FA Cup final in May and, during a half-hour conversation, the striker delivers a blistering retort.
He accuses Chelsea of treating him 'like a criminal' and refuses to rule out legal action. He says he will always keep Conte's text message on his phone and claims the Chelsea manager 'lacks charisma'. Costa also accuses Conte of blocking his contract negotiations in January.
Costa says he has been fined several weeks' wages but is defying demands to return to train with the reserves. The Spain international insists he wants a transfer to Atletico Madrid resolved this month and that, meanwhile, he is ready to see out his Chelsea contract unpaid and train alone near his home in Brazil.
Jose Mourinho, Costa's former manager at Chelsea, once described Lagarto — the player's hometown — as so remote that it sits 'beyond the sunset'. Located 80 miles inland from the coastal city of Aracaju, the capital of the Brazilian state of Sergipe, it is a modest place of refuge.
Lagarto has just over 100,000 inhabitants and is known for its farms growing cassava (a root vegetable) and tobacco but Diego Costa is the biggest show in town.
A life-size graffiti mural of Costa in Chelsea blue gleams on one streetside wall. Over the past month, images have emerged of Costa going for a Jet Ski ride with his dog, attending the circus and partying in an Atletico shirt.
His family have never moved house. 'Only renovated,' he grins. 'You don't forget where you came from.'
The mantelpiece bears mementoes of life in England and Spain, including his trophy for making the PFA Team of the Year, man-of-the-match awards from games against Everton and Crystal Palace and the Zarra prize as the Spaniard who scored most goals in La Liga in 2014.
As the final moments of Chelsea's 3-2 defeat by Burnley play out, his father peeks round the door. Zeinha shakes his head. Costa says: 'They are two players down, to be fair, Dad.' Another friend pops by: 'Bring back Diego!' he laughs. Costa grimaces.
As Chelsea chase the game, Costa's intensity builds. David Luiz makes it 3-2 with two minutes left. Costa is off the settee and celebrating, dropping his phone.
'The Premier League is the top. These moments, chasing a game, with seconds to spare. It's what we live for. You saw Arsenal against Leicester? Madness. Then Liverpool? 3-3, last minute! Rooney has scored for Everton! I wouldn't be human if I didn't miss those moments.'
First things first, Costa is not expecting an SOS plea from Conte to return. 'No,' he insists. 'You know that the manager doesn't want me. I am waiting for Chelsea to set me free. I didn't want to leave. I was happy. When the manager does not want you, you have to go.
'If you were to ask all my team-mates, they'd say the same. They send messages saying "I miss you" and that they love me. I am always talking with the boys — particularly Cesc Fabregas, David Luiz and Willian. We have banter over WhatsApp.
'They ask how I am. They really love me for the person I am. If they didn't, they wouldn't be saying they miss me and love me.'
So Diego, where did it all go wrong? 'I cannot speak for other people, only for myself. I had a great season. I fought in every game until the last moment.'
It was not always a rose-tinted picture at Stamford Bridge. In January, Sportsmail revealed that Costa had been embroiled in a training-ground row with fitness coach Julio Tous.
Conte attributed Costa's absence from the next match at Leicester to a niggling back problem. 'No, no, no,' Costa insists. 'That was a punishment for the attitude I had shown and for not behaving in the best way.'
Then rumours of a move to China surfaced. It was smoothed over but tensions simmered. Costa had been close to agreeing a new deal at the club.
'In January, things happened with the coach. I was on the brink of renewing my contract and they put the brakes on it. I suspect the manager was behind it. He asked for that to happen.
'His ideas are very fixed and clear. I have seen the sort of person he is. He has his own opinion and that will not change.
'I respect him as a great coach. He has done a good job and I can see that, but as a person, no. He is not a coach who is very close with his players. He is very distant. He doesn't possess charisma.'
Mention of the word charisma brings us to Mourinho and Costa smiles warmly: 'Jose has called me, direct to my phone, just to check I am OK and to see how I am.
'He wished me good luck. I never had any problems with Jose, we have a strong relationship. Everyone was very sad when things didn't work out in the end for him at Chelsea.'
Costa takes out his mobile, responding to a friend. Here Costa is king, the boy made good but who never forgets his roots. He is buying land to launch his own football school that will be called Balon de Oro, after the Ballon d'Or, and he is working closely with the local authorities to improve lives for young people.
The 28-year-old striker works every day in the gym with a personal trainer and has been spotted spending his evenings playing Buraco, a card game similar to rummy, with friends.
'What is happening now with Chelsea is sad,' he says. 'The text message — I understand it when a coach wants a different player.
'Alvaro Morata is a great player. He had a great season in Madrid and actually with the way this crazy transfer market is, I think they got a good price for a young and talented forward. He will triumph at Chelsea, but there are ways of going about it. You don't do it by text message. You should be honest and direct to someone's face.
'I was with the Spain national team, alone in my room, when it came through. It was a shock to get it like that. I was showing it to my team-mates and they could not believe how he had done it.
'I was angry at the time. Now I am more calm. I have not deleted the message. If people accuse me of lying, I can show them. It was clear, saying that he didn't count on me and wishing me the best for the future. Full stop.'
Costa insists Conte did not raise the issue with him after the 2-1 FA Cup final defeat by Arsenal. 'No, no, no. There was no conversation or talks. Conte has his mentality. He thinks it's the best way of working.
'He arrived from an Italian league where everyone is very serious and arrived in a dressing room where there are maybe more jokes.
'The worst bit of all this, it is for the fans. They have always treated me so well — always, always. For this, I am sad. I hope they understand things happen in football.
'Conte is a great coach. He deserves to be where he is but it's his opinion. He has his reasons.'
Costa may offer his gratitude to supporters but matters have threatened to turn nasty. His lawyer, Ricardo Cardoso, has warned that Costa will use 'all legal mechanisms' to force a transfer and alleged Conte's conduct amounted to 'discriminatory behaviour'.
Costa says legal proceedings are yet to begin, explaining: 'At the moment, no. I want people to do things the right way.
'Why won't they let me go if they don't want me? I have to do what I have to do. I have to think of myself. I've been a good boy here and tried to do the right thing.
'My desire is to go to Atletico (where he played from 2010-14). I've spoken to Chelsea director Marina Granovskaia. I said, "If the manager doesn't want me, I want to go to Atletico Madrid".
'I have rejected other offers. They want to sell me to China or other teams. The language is better for me in Spain. If I'm off, I'm going to the club I want to go to — not the club that's paying the most.
'Diego Simeone (Atletico manager) wants me. It is very clear. I have always had a bond with him. The fans and people love me there. They respect me.'
Chelsea, he alleges, have reduced him to the status of a 'criminal'. 'They want me to be there training with the reserves. I wouldn't be allowed access to the first-team dressing room and I would have no contact at all with the guys.
'I'm not a criminal! I don't think it is fair after all I have done to be treated like that.'
Costa's defiance has already cost him. 'They gave me a week extra off but since then it's fines all the way. They want me training with the reserves. I am not going to do that. I am not a criminal and I am not in the wrong here. So, if they need to fine me, let them fine me.
'I take the hit every week but I'm not driven by money. The important thing is to be happy with how I live. I'm here with my parents and people who respect me.'
Would Costa ever return or would he consider a move to another English club? 'If I have to I will stay in Brazil,' he says.
'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.
'At the start of summer, they gave me an extra week of holiday. Then a week later they called to see where I was but by then the team was in Asia on tour, so I could go back and not have any contact with the boys.
'That seems a very bad and ugly life. It doesn't respect what I have done for the club. I am here with people who love me. I want the fans to know I still care deeply about them but I'm not going back to be separated like that.
'I want the deal with Atletico resolved this month. My idea would be to go to Madrid, train there, get in the best physical shape and be ready to fire ahead of the World Cup.'
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