The 32-year-old striker is without a club after Atletico Madrid decided to terminate his contract last month; both parties agreed to mutually end his deal ahead of time.
The Spaniard is now looking for a new club and he has been linked with several sides across Europe, Brazil and even in the Middle East.
A return to the Premier League has been floated, with Tottenham and Wolves listed as two potential destinations for Costa.
But he could also head to Saudi Arabia as, according to French outlet Foot Mercato, two clubs from country are interested in signing Costa this month.
It has been claimed that Al-Hilal and Al-Shabab Riyad are considering securing the signature of the 32-year-old striker.
Costa has been patiently waiting for concrete offers to land on his table before taking a call on his future.
He is believed to be keen on playing in Europe but there are also suggestions that he would not mind going back to his native Brazil.
It remains to be seen whether he would be prepared to play in the Middle East if he receives an offer, which could be a lucrative proposal.