The Parisians dominated the Premier League leaders for large parts of the first leg on home soil, but could only manage a 1-1 draw.
PSG suffered Champions League elimination at Stamford Bridge last season, and Blanc has pinpointed ignoring Costa's histrionics as key if they are to avoid the same fate this year.
"Diego Costa is a boy who loves the contact, loves the duels, and is very suited to the English game," Blanc said.
"He likes the challenge, the contact, and provoking opposition players. That's something he needs. He thrives off that. It's important not to get caught up in that.
"I watched the Capital One Cup final against Tottenham and, right from the start, he was looking to do that.
"So the centre-backs playing around him have to be effective in stopping him. He's got good physicality, is technically good, but he tries to provoke a reaction. Always.
"Away from home, we have to be as effective as possible in trying to stop him."
