Hazard and Costa have been key to Chelsea's Premier League title challenge scoring 31 goals between them.
Both have been linked with moves away this summer, however, with a switch to the two Madrid clubs long rumoured.
But Costa appears to have poured cold water on such suggestions claiming instead he wants to play alongside the Belgian at Stamford Bridge for several years to come.
"Playing with Eden is something beautiful. You're playing on the field and at the same time enjoying what he does because he is a top player," he said.
"At every moment I know when he is going to pass the ball to me and I also know when he wants the ball from me to complete the move."
"He's a boy that impresses me every day, he has a huge potential. He is a beautiful person, a humble guy.
"We get on really well while playing and I hope we stay together like this for a very long time."