The Spaniard was at the centre of controversy in their last meeting earlier this season as his first-half scuffles with Laurent Koscielny and Gabriel eventually led to the Brazilian being sent off for retaliating.
Arsenal are top of the table and 19 points clear of Chelsea ahead of the clash at the Emirates Stadium, and Wenger has urged his players to focus on their own game.
"We have to be prepared for a battle because Costa gives you a fight. After that, it's down to the referee,” said the Arsenal manager.
"We have to focus on our performance. It's another game where people look at us and see how we behave.
"It will be an intense game, as usual in the Premier League. Overall, I think because of the qualities of the players on the pitch and what is at stake for both teams, it will be a very intense battle."