In March 2017, after starting the season as a manager of the Cadete squad of Damm, Costa moved to CE Manresa to take over the Juvenil team.[2] In June, he joined Club Gimnàstic Manresa under the same role.[3]
On 23 September 2019, Costa was named Xavi Molist's assistant at Terrassa FC.[4] On 28 April of the following year, he agreed to return to Manresa to become their first team manager in Tercera División, while also working as a sporting director.[5]
On 26 July 2023, Costa was named at the helm of fellow fourth division side CF Badalona Futur.[8] The following 31 March, he left the club to take over Segunda División side FC Andorra on a contract until June 2025.[9]
Costa's first professional match in charge occurred on 6 April 2024, a 2–0 away win over CD Eldense which took the Tricolors out of the relegation zone.[10]