The 28-year-old is currently in the process of finding a new club, having been informed by Blues manager Antonio Conte that he is not part of his plans this season.
Despite being frozen out of the first-team picture, Costa was due back for training two weeks ago but has instead been pictured partying back in his native Brazil.
In a snap shared on social media, Costa was even seen dressing up as a clown and performing tricks as part of a circus show.
Costa is said to be keen on a return to Atletico Madrid but the La Liga side are banned from making transfers until January, leaving his agent to explore the possibility of a stopgap solution that would see him join AC Milan on loan for the next few months.
Meanwhile, Chelsea have reportedly expressed concern that Costa may have scuppered his chances of a move away from Stamford Bridge by seemingly piling on the pounds during his extended holiday.