Costa was the club's top scorer during the 2016-17 campaign, netting 20 times to help Chelsea to the Premier League title only to fall out with manager Antonio Conte and be sold back to Atletico Madrid last summer.
The Blues signed Alvaro Morata in his stead, but the Spaniard has scored just three goals in his last 15 appearances and Pardew - who takes his West Brom side to Stamford Bridge this evening - believes that they have struggled to replace Costa.
"He's been a big miss because he's a big character on the pitch and he can change the destiny of games, not so much with his ability sometimes - but with his character," Pardew is quoted as saying by Sky Sports News.
"When you've got one of those at the top of the pitch they're very difficult to replace."
Chelsea also signed Olivier Giroud for £18m during the January transfer window, although he has made just one appearance for the club so far.