Despite being 126 places above Macedonia in the FIFA World Rankings, Julen Lopetegui was not taking any chances as the La Roja coach named a strong side.
He was a menace to Macedonia early on and his deflected shot found the side-netting on 10 minutes in what was an ominous sign of things to come for the hosts.
Isco, fresh from winning the Champions League with Real Madrid last weekend, threatened on a couple of occasions, before his magic set up the second.
The playmaker demonstrated a fine bit of skill to lose left-back Kire Ristevski, before teeing up the unmarked Costa at the back post to tap into the roof of the net - his fifth goal of the qualifying campaign.
A partisan home support got behind their side at every opportunity, and they nearly had something other than a counter-attack to shout about when Stefan Ristovski drilled just wide of David de Gea's post before the half-time whistle
The Barcelona man was soon punished as Goran Pandev's excellent flick-on released Ristovski, who raced away from Sergio Ramos and galloped toward goal, before smashing past De Gea from a tricky angle.
It gave the home support hope, but the stunner would not be the foundations for an unlikely comeback as the 2010 world champions held on to their three points.