"A comeback is possible, we will play with confidence," Costa told AS.
"We all know the importance of the game; it's the knock-out stage of the Champions League. It will be very difficult but we will go for the two goals we need.
"We have to be confident, with the thought that if we really want to we can win. Rather than worry about them it is important we concentrate on playing properly. We know we have to score two goals to progress. We have to get these goals to have an impact on the tie."
The second leg takes place at Parc des Princes on Wednesday evening.