Costa has scored 19 goals in 17 Primera Division games so far this season and has been linked with big-money moves to both Arsenal and Chelsea.
But Caminero believes the Brazilian forward, who has committed his international future to Spain, will stay in Madrid.
He said in an interview with Marca: ‘Right now Costa does not think of leaving, he is contracted to Atletico.
‘He has renewed with us which is important. He has shown that he wants to continue at this club.’
However, should Costa decide he no longer wants to stay with the Rojiblanco, Atletico are considering a move for Aston Villa striker Christian Benteke.
The 23-year-old Belgian has been a shadow of the player who stormed the Premier League last season.
A recurring knee injury has caused the powerful striker to be in and out of the team, and he has just five goals this season, the last of which came on September 14.
Costa has a £32m release clause in his contract, but it is believed Arsenal are not willing to stretch that far to secure his services.
Written by Steve Milne
