Costa was linked with a move to the Chinese Super League last month.
But the Spanish international snubbed a move to stay at Chelsea.
The striker has been linked with an exit in the summer, but his Blues team-mate Azpilicueta insists he will be staying at Stamford Bridge.
Cesar Azpilicueta insists Chelsea star Diego Costa is learning Spanish not Chinese
And the defender has denied reports Costa is learning Chinese, insisting the Brazilian born forward is in fact learning Spanish.
"It's all rumours that come out," Azpilicueta told Spanish radio station Cadena Ser.
"No, he is not learning Chinese. He is learning Spanish!"
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Cesar Azpilicueta added Diego Costa is focused on helping Chelsea win the Premier League
"He wants to win the Premier League with us and I don't see him, like you say, learning Chinese.
"I really hope he stays for a long time.
"He is giving so much to the team, not just goals. He helps create play. He is a reference player for us."