The Blues took up a defensive shape in the first leg last week, which ended goalless, but Costa expects a different Chelsea on their own patch.
"The game will be a little bit different to how [Chelsea] set up at the Calderon," the Brazil-born Spain international told the club's official website.
"I believe they will have to come out a bit more. We are going there in our best form, and we believe we have a chance to do something really big."
Costa, meanwhile, has cooled suggestions that he could move to Chelsea this summer.