The Brazilian-born Spain international made a ‘W’ gesture with the index and middle fingers of each hand after putting Antonio Conte's side ahead at Stamford Bridge.
Willian, Costa's team-mate, was granted compassionate leave by Chelsea on Thursday following the death of his mother Maria Jose Borges, known as Dona Zeze.
Borges, 57, had been receiving treatment for a brain tumour for the previous two-and-a-half years before passing away at the Syrian-Lebanese Hospital in Sao Paulo.
After news of her death broke on Thursday, the club sent their condolences to the 28-year-old winger.
“All of us at Chelsea Football Club are sending our love and deepest condolences to Willian and his family after the passing of his mother. We are thinking of you Willian."
Willian himself posted a poem to Facebook following his mother's death, which promised the pair would "we live together for all eternity".
Costa's strike came in the seventh minute after he was left unmarked by Leicester's defence on a corner.
Eden Hazard doubled Chelsea's lead just after the half-hour mark and also paid tribute to Willian with his goal celebration.
Victor Moses added a third for Chelsea in the 80th minutes.Reuse content