Los Che were defeated 2-1 by the Ligue 1-leaders, who have a goal advantage going into the second leg and two away goals too.
"A comeback is possible, we will play with confidence. We all know the importance of the game; it’s the knock-out stage of the Champions League. It will be very difficult but we will go for the two goals we need," Costa told AS.
He added, "We have to be confident, with the thought that if we really want to we can win. Rather than worry about them it is important we concentrate on playing properly. We know we have to score two goals to progress. We have to get these goals to have an impact on the tie."
The Argentine added that the crowd at the Parc des Princes could have an impact on Wednesday night's match, which will decide who will be the latest team to make it into the quarterfinal draw.
"It is a stadium where the crowd has a big influence and they will push their team from the beginning to the end," Costa stated.