Antonio Conte has made it clear Costa is not part of his plans and would be training away from the first team.
But Costa was still due to return and keep himself in shape for a potential move.
He now could be fined by the club two weeks wages with his current earnings £150,000 a week.
His situation has been complicated by his dream move back to Atletico Madrid being put on hold as they have a transfer embargo until January.
Conte sent a text to Costa in the summer telling him he was axed – but has insisted that the decision was made in January.
Antonio Conte had said that Diego Costa is not part of his plansGettyChelsea were stunned by Burnley in a shock opening defeat at Stamford BridgeAFP
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He said: "In January the situation was very clear for the club, the player, for Costa, for his agent that when we arrived in June then it would be finished."
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