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Costa entered the radio business full-time in 1997, when he became the lead play-by-play broadcaster for a Houston Astros affiliate in the Class A Midwest League in Davenport, Iowa. Costa has done talk radio in various markets, including Huntington, West Virginia, Wheeling, West Virginia, and Denver, Colorado. Additionally, Costa has hosted his own radio shows in places like Jacksonville, Florida and Denver, Colorado, where he broadcast a statewide show concurrent with hosting his own television sports show on FSN Rocky Mountain (Raw Sports With Dino Costa). Costa was an in-studio post-game show analyst for Colorado Rockies telecasts on FSN, appearing on 40 telecasts per season for the 2006-07 seasons.
The Dino Costa Show debuted nationally on SiriusXM Radio in September 2009. While at SiriusXM Radio, Costa was named one of the best sports talk hosts in America by Sports Illustrated magazine, and one of the top 100 sports hosts in America by Talkers Magazine. In October 2013, Costa was fired from SXM because of philosophical differences with management about the direction of the show, as well as friction caused by what Costa complained was a lack of promotion and visibility for his show.
Costa has made appearances on Fox News on such shows as 'Hannity', 'Megyn Kelly', 'America's Newsroom', 'Imus In The Morning', and 'Red Eye'. In March 2014, Costa launched a new media company, DINO COSTA WORLD WIDE, LLC, and began broadcasting his show in a digital format. Costa joined radio station KFNS 590 The FAN in St. Louis on Friday, February 26, 2016. Citing uncertainty as to the future of the station with a possible ownership change (station was sold), Costa announced on April 21, 2016, that he would do a final show the next day and then leave the station.
- Roberts, Michael (17 April 2009). "DenverSportsRadio.com prepares to launch ambitious online station". Denver Westworld. Retrieved 15 January 2015.
- Van Riper, Tom (27 March 2014). "Sports Talker Dino Costa Is Going Rogue. Will Others Follow?". Forbes. Retrieved 15 January 2015.