Paulo Bento's side failed to progress beyond the group stage in Brazil after suffering a 4-0 hammering of Germany in their first match of the tournament.
Portugal now turn their attentions to qualifying for the European Championship in France in two years' time and will be expected to beat Albania at Estadio Municipal de Aveiro despite being without talismanic captain Cristiano Ronaldo - who was not deemed fit enough for selection.
Al-Sailiya defender Costa is not dwelling on Portugal's failure in Brazil and will not be taking Albania lightly.
"We've already put the disappointment of the World Cup behind us, now we have to think about Euro 2016 - where we have a very difficult match ahead of us." he said.
"We have to start on the right foot and that means we have to respect the Albanian team, which from our analysis is a very complete squad; dangerous, very complicated tactically and very fast.
"We have to focus for the match and come out with three points."
