With the game ticking towards half time Atleti were suddenly presented with an opportunity.
The ball found its way to Costa in space on the left with the Arsenal defence stretched, and the Brazil-born player made no mistake.
He closed in on David Ospina and the keeper went to ground early. Costa lifted a simple but emphatic finish into the roof of the net and the Wanda erupted.
It put's Atletico in the ascendency but in reality it changes little for Arsenal, who know that one goal will still take them to extra time.