Courtois spent three seasons on loan with Atletico Madrid between 2011 and 2014, before returning to parent club Chelsea to replace Petr Cech as their number one goalkeeper.
The 26-year-old has been linked with a move to Real Madrid over the last 12 months or so amid suggestions that he does not want to sign a new contract at Stamford Bridge.
Courtois's current deal with Chelsea actually expires next summer, and the Belgian has hinted that he wants to secure a return to Spain ahead of the 2018-19 campaign.
"London is a great city to live in, just like Madrid," Courtois told Diario Sport. "My children live in Madrid and for me it is important for them to be close to me so I want to do something to be able to see them more regularly.
"That does not mean I will return to Madrid and I do not want to discuss my future now, that will be after the World Cup. But my children are the most important thing for me."
Courtois helped Belgium reach the quarter-finals of the 2018 World Cup with a 3-2 win over Japan on Monday night.