PSG take a 2-1 advantage into the tie at Stamford Bridge against a Chelsea side who have returned to form since Guus Hiddink took over as interim manager from the sacked Jose Mourinho in December.
The feisty Costa has been at the heart of their resurgence, scoring 10 times since Mourinho left the club having found the net on just four occasions this season prior to the Portuguese's departure.
The forward has a well-founded reputation for mastering some of football's darker arts and Blanc has warned his defenders they cannot risk reacting to any provocation from the Brazil-born Spanish international if they want to reach the last eight.
"He (Costa) loves contact, duelling, provocation, but that's part of the game," Blanc told reporters. "I say to my defenders not to respond, to be strong, stay cool.
"We must learn to control ourselves. If one is in control we can show on the pitch that we are capable of doing great things."
It is the third successive season the two sides have met in the knockout rounds of the Champions League, with honours even so far.
Chelsea reached the semi-finals at PSG's expense in 2014 and the French side ousted the Londoners to reach the last eight last season.
PSG's talismanic striker Zlatan Ibrahimovic lasted 31 minutes of last term's second-leg clash before being sent off.
In the aftermath of PSG's away-goals victory he accused the Chelsea players of behaving like babies for their reaction to a foul on Oscar that resulted in his dismissal.
Ibrahimovic will not be on a revenge mission, however, when he returns to Stamford Bridge.
"I never think about revenge and these things because every game is a new game but hopefully I will stay on the pitch longer than the last time to have a possibility to do things I'm good at," the Swede said.
"What happened in the past, it belongs to the past and this is the present time. So let's do a good game ... this is a new game."
(Editing by Toby Davis and Tony Jimenez)
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