Brazilian-born striker Costa, currently the top scorer in La Liga, signed a new long-term deal in August - but his form this season has meant clubs are continuing to look at him.
Reports in England have claimed that Arsenal, Chelsea and Manchester United are all contemplating paying his buy-out clause of 38million euros, which currently equates to over £31million.
"The player has a clause of 38 millions euros and the big clubs in England know this," he is quoted by Marca.
"Diego Costa has matured and is smart when it comes to decision making.
"Right now, Costa does not think of leaving, he is hooked on Atletico. He has re-signed a deal that is important, I am confident he will continue with us."
Recent weeks have also suggested that United are preparing a move for their midfield starlet Koke.
But again, Caminero is confident that the 21-year-old, who like Costa is contracted to the club until 2018, has no intentions of leaving the Vicente Calderon.
"I'm not surprised with this subject," Caminero responded, when asked about United's interest.
"He is a player who has improved considerably. It has also made it into the Spain squad and that puts you in the spotlight and opens more eyes.
"Koke will be with us for many years. I am convinced," he concluded.