The Spain international is set to re-join Atletico Madrid in January.
Both clubs have agreed a £57m fee for the striker, who was told to leave Chelsea this summer by Antonio Conte.
Conte text Costa, 28, telling him to find another club as he wasn’t part of the Italian’s plans.
Costa could be in the stands tomorrow night when Atletico host Chelsea in the Champions League.
And Blues hero Lampard says Chelsea were right to sell Costa this summer, claiming it was best outcome for both parties.
“Most of the talk before the Atletico game, though, has been about a player who won’t even be allowed to take part - Diego Costa,” Lampard wrote in his Evening Standard column.
“He has agreed to rejoin Atletico Madrid from Chelsea but is not eligible to play for them until January.
“It is likely Costa will attend the game but it won’t be a distraction to the Chelsea players.
“I know he is well respected by the players and was a popular member of the dressing room.
“If he is unveiled on the pitch or is simply there to watch, I’m sure the lads will wish him well and get on with it.
“Costa leaving will be a relief to Conte and Chelsea - it is the best thing for all concerned.
“If it was just a case of selling a talented striker, then we’d be talking about what a great loss he is to the club. But he had to go.
“There was no way he could stay at Chelsea, given the events of the summer and the sooner he went, the better.
“It’s great for Costa, too. He needs to go and train properly before starting playing again in January. He couldn’t carry on staying in Brazil like he was, it wasn’t helping anybody.”
