The Spanish international is widely regarded as one of the best forwards in European football, with his performances this season drawing a host of outside interest.
Chelsea are believed to be the favourites for his signature, but Caminero has said that Atletico are "planning for next season" with their leading scorer.
"Last year we wanted to consolidate the group of players that we currently have, we renewed the contracts of pretty much all of them, including Diego Costa," he told Movistar.
"Our minds are set on keeping this group of players together and steadily bring in one or two more, who can reinforce what we're doing with our project. We want all our big players to stay and we're planning for next season with him."
Costa, who has scored 35 times for Atletico this season, has also recently played down suggestions of a move.