Rui Costa is a member of the so-called "golden generation" in Portuguese football. The Portuguese under-20 national team won two successive World Youth Cups in 1989 and 1991; Rui Costa and fellow FIFA 100 member Luis Figo were stars on the 1991 team. With their spectacular success at youth level, much was expected of the Portuguese national team at senior level as their galaxy of stars matured. However, they did not win a major international tournament at senior level, although the last several members helped lead Portugal to its first-ever major final at Euro 2004, losing to Greece.
Prior to Milan, Rui Costa played for Benfica and Fiorentina. On 3 July2004 he announced he was leaving the Portuguese national team.