The Brazilian was found guilty of violent conduct by the FA during his first two seasons at Stamford Bridge, notably a clash with Arsenal defender Laurent Koscielny and for a stamp on Liverpool's Emre Can.
Both incidents were initially missed and then reviewed via video and Costa feels he was singled out and a target for infractions and suspensions.
"I stopped and thought that in Spain I was doing the same things and nothing happened to me," he told Sky Sports.
"Here things happen on the pitch and who is banned for three matches? Me. Who was banned for three matches again? Me.
"I'm here in London, at home without playing so I am very, very mad and that annoyed me every time.
"For as much as I thought that they could be wrong, that they want this to be the best league in the world, but as soon as you touch someone or go in a bit hard you are banned for three matches, then if that's the rule I have to abide by it.
"If here this is the culture, if that's the way they do things here, if they are always looking at any controversy that happens on the pitch even if the referee doesn't see it on the pitch and they look at TV footage, so I thought that I couldn't keep missing matches because they are after me."
Costa has previously confirmed his desire to return to Atletico Madrid and reiterates his unhappiness with perceived unfair treatment by match officials and the media, adding that his form was affected by subsequent nervousness on the pitch.
He continued: "I think that in no case a three-match ban was necessary. If you are just having a fair fight or if as a striker you are fighting for the ball and your hand strikes someone by accident, they ban you for three or four matches.
"So I thought I had to change because otherwise, I had to leave... I wanted to leave this season because of this, at the beginning of the season I was looking for a way back to Madrid at Atletico because I felt like here they didn't let me play.
"For the smallest thing, they ban me for three matches. I was nervous on the pitch because I was worried that I could be punished at any given moment."