Diego Costa has admitted that it is his "dream" to win the Champions League with Atletico Madrid this season.

The Spanish international scored the only goal of the match as Atletico beat AC Milan in the first leg of their last-16 Champions League clash last month at the San Siro.

On Tuesday, Milan travel to the Spanish capital for the second leg, with the home side the favourites to continue their impressive campaign.

"It's a dream we know is very difficult, complicated, but we will go game by game and hopefully get through the tie against Milan. We will think about winning it later," he told reporters.

"My teammates told me, Tiago especially, that the Champions League is another world and I wanted to feel it myself. The Champions League is special, and impressive for any player to take part in."

Costa has scored 27 times for his club this season.