Diego Costa says he did not want to leave Chelsea on bad terms and that he has “special affection” for the club.
Atletico Madrid have agreed a deal with Chelsea to bring the striker, 28, back to the Spanish club.
Costa has not played for the Blues this season, and spent much of August in his native Brazil.
“I’m not going to be ungrateful to Chelsea, where I was also very happy, playing in a team that was great,” said Costa after arriving in Madrid.
“Atletico is my home.”
The move, which will be completed in January, is subject to the agreement of personal terms and a medical.
Atletico said the 28-year-old Spain international, who left the club to join Chelsea in 2014, would have a medical in the next few days.
“It’s not the way I wanted it leave, ever,” added Costa, who scored 58 goals in 120 appearances for the Blues, including 20 in the Premier League last season as Chelsea won the title.
“I have special affection for the people at Chelsea. I’m not a person who is going to smear the image. They know the person I am.”