Jorge Luis Pinto's Costa Rica team had lost all three friendlies since their final World Cup qualifier in October last year but the Brazil-bound side produced a much-improved performance against Paraguay in San Jose.
With the likes of Bryan Ruiz and Alvaro Saborio available again, Pinto's side were far more clinical in the final third than they had been in their losses to Australia, Chile and South Korea.
A brilliant chip from Joel Campbell put the home side in front just before half-time, while Saborio added a second after the break before Paraguay hit back through a late header from Gustavo Gomez.
In the 44th minute, Campbell received a quick free-kick from Marco Urena, turned away from his marker and then expertly chipped Paraguay goalkeeper Roberto Junior Fernandez from outside the box.
It was Campbell's second stunning goal in the space of three games after his curving long-range strike helped Olympiacos to a 2-0 win over Manchester United in the UEFA Champions League last week.
Campbell was replaced by Saborio at half-time and the Real Salt Lake striker got on the scoresheet in the 73rd minute, getting on the end of a passing move involving Ruiz and Michael Barrantes before finishing through Fernandez's legs.
Paraguay ensured a nervous finish to the match when Gomez got free at the back post in the 86th minute and powerfully headed Jorge Rojas' corner into the net but Costa Rica held on for a confidence-boosting win.
Costa Rica have one more friendly scheduled before they begin their World Cup campaign with Pinto's team set to face Japan on June 2 before taking on Uruguay, Italy and England in Group D in Brazil.
