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."