Diego Costa has agreed a transfer to Atletico Madrid (Picture: Getty)

Diego Costa has posted an emotional goodbye message to Chelsea fans on Instagram after finalising his January transfer return to Atletico Madrid.

The 28-year-old striker will officially quit the Blues and become an Atletico player on January 1st after agreeing personal terms after both clubs struck a deal last week.

Despite shining in his three seasons at Stamford Bridge, Costa failed to settle into life in London off the pitch and has long been linked with a return to Spain.

Discussing his departure now, Costa also explained that one of his key reasons for leaving Chelsea was because ‘I could not lose faith in myself’.

https://www.instagram.com/p/BZhNpvVnAjG/?hl=en&taken-by=diego.costa

Whilst the precise meaning of this statement is not clear, the Spain international could be referencing the loss of faith in him from manager Antonio Conte, who informed him via text at the end of last season that he was no longer in his plans.

In a somewhat cryptic goodbye to the club’s fans, Costa also admitted that things ended far from the way he would have wanted, but also in ‘the best way possible’.

Costa’s full message read: ‘Some cycles begin while others end. My cycle at Chelsea began three years ago – three remarkable years in all aspects – and I will never forget it.

‘Two championship titles, a Community Shield, 120 matches, 59 goals and 24 assists later this cycle has ended. Not the way I would have wanted – far from it – but the best way possible.

Costa spent three seasons at Chelsea (Picture: Getty)

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‘The wonderful fans of such equally admirable club and all team mates, as well as all clinical, administrative and logistics staff will remain forever in my mind and in my heart. Will bring them with me with the certainty that I will always be by their side as well, and I’m sure they will understand the reason why this cycle of mine has now ended – because I could not lose faith in myself.

‘Thank you Chelsea for everything!’

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