The 31-year-old Cespedes signed a $110 million, four-year contract in the offseason to remain with the Mets.
"I still love the A's. They were the first team to give me an opportunity to play in the big leagues," Cespedes told the Chronicle, hours before his three-hit night helped New York to a 7-5 win. "I love Oakland all the time."
Cespedes also said A's manager Bob Melvin is his favorite skipper, and the slugger doesn't think there's a better one.
Told of Cespedes' comments to the Chronicle, Mets manager Terry Collins said: "Bob's a great manager. I don't blame him."
After the game, Cespedes clarified his comments while speaking with reporters through a translator and said he meant no disrespect toward Collins or the Mets.
"This is my home, this is my team," Cespedes said of New York.
"I wish that happens," Cespedes told the Chronicle of finishing his playing days with Oakland. "I told (Jerry) Blevins (his former A's and current Mets teammate), 'I don't know how many years I'm going to play, but I'm going to play the last year of my career with Oakland.' I don't know if that's possible or not, but that's my goal."
Information from The Associated Press was used in this report.