"In the last two games we played with 10 men so for the result tomorrow it's important the way we play football but also the way we behave," Wenger told a news conference on Friday.
"We have to be cold blooded and respect the rules of the game."
When the teams met last September, Arsenal centre back Gabriel was dismissed for scuffling with Costa and although the red card was later rescinded, the defender was given a one-match ban for failing to immediately leave the pitch.
Costa, who has scored twice in three games against Arsenal, was retrospectively banned for his involvement in the incident, and Arsenal ended the 2-0 defeat with nine men after midfielder Santi Cazorla picked up a second yellow card late on.
Arsenal then lost 1-0 to Chelsea when the teams met in January, a game in which defender Per Mertesacker was shown a red card for a foul on Costa.
Wenger, whose side have not beaten Chelsea in nine league encounters, urged his team to channel their emotions in the right way.
"Discipline and results are strongly linked -- and the regrets we have from the last two games are that we couldn't play 11 v 11," said the Frenchman, who will complete 20 years in charge of Arsenal on Oct. 1."
Wenger confirmed that striker Olivier Giroud was back in training after a toe injury but had less positive news on Wales midfielder Aaron Ramsey, who is out with a hamstring injury.
"Aaron Ramsey is still struggling with his hamstring," Wenger said, while ruling the midfielder out until after the international break which ends on Oct. 14.
"He has a small grade one (tear) hamstring but he is not completely free to push at the moment and he has a little bit of pain. He is in the last days of his rehabilitation."
(Reporting by Shravanth Vijayakumar in Bengaluru; Editing by John O'Brien)
