Costa, 27, found out by text message at the end of last season that he was no longer in Conte's plans, despite scoring 20 goals during the club's Premier League-winning campaign.
The Spain international did not feature at all during the club's pre-season campaign and watched their season-opening defeat to Burnley on Saturday from his home in Brazil. In an interview with the Daily Mail, Costa explained Chelsea have demanded he return to the club but will not allow him access to the first-team dressing room and would force him to train with their Under-23 side.
The striker has remained defiant, choosing to remain in his homeland despite fines racking up every week. While he has been given the cold shoulder by Conte, Costa says his teammates remain in touch with him, having also received messages of support from the man who brought him to English football in Mourinho.
"I am always talking with the boys – particularly Cesc Fabregas, David Luiz and Willian. We have banter over WhatsApp. They ask how I am," he told The Mail. "They really love me for the person I am. If they didn't, they wouldn't be saying they miss me and love me."
He added: "Jose has called me, direct to my phone, just to check I am okay 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 sad when things didn't work out in the end for him at Chelsea."
Costa is still determined to rejoin Atletico Madrid, the club he left Chelsea for in 2014. A transfer ban prevents Diego Simeone's side from registering any new players until January 2018, but that hasn't prevented the club from putting deals with place with Spain international Vitolo to join the club in the New Year, having been sent to Las Palmas on loan for the first-half of the 2017-18 season.