"fundamental importance" to his plans.
Spain international Costa has been linked with a
return to former club Atletico Madrid.
The 27-year-old has scored 36 goals in 77 games since joining Chelsea in 2014.
"Diego stays with us. He is working very hard. He is very happy to work with his team-mates and with me," said former Italy boss Conte.
"He is a fantastic player, a player with a fundamental importance, and there is no problem.
"He is an important player, one of the best in the world, and I am sure when he goes into our ideas he will score a lot of goals for us."