The Spain international is believed to be keen to leave the Blues at the end of the season.
It has been reported that the striker is discontent with life in England due to criticism over his discipline on the pitch, which recently landed him in a three-match ban.
According to The Telegraph, Costa is willing to move to China if his former club Atletico Madrid cannot afford to re-sign him in the summer.
The report adds that Atletico may struggle to meet Chelsea's asking price, but clubs in China are believed to be willing to spend up to £70m on the striker.
Costa joined Chelsea from Atletico in the summer of 2014 for a reported £32m fee.