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The Atletico Madrid star refused to return to the Premier League champions over the summer after falling out with the Blues boss.
He was finally granted his wish to return to La Liga after the transfer window had closed.
But after his Stamford Bridge exit, Conte refused to be drawn on the Spaniard's situation.
However, speaking to Sky Sports, the Italian admits he has no hard feelings after Costa's departure.
"It's not right to talk about players who are not in my team and squad," he said.
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“We won together, so I will always remember him in a positive way”
Antonio Conte
"But I thank him for his commitment and behaviour during the season.
"We won together, so I will always remember him in a positive way.
"We fought together and won together."
Conte recently admitted his side were out of the title race after failing to keep up with runaway leaders Manchester City.
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But the 48-year-old is already looking to the future and next season.
"We must respect them, but at the same time try to fight them.
"We have to find the right way to fight them.
"If this is not possible this season, we must be ready to fight them for next season. I think this must be our target."