Mika Hakkinen, Sebastian Vettel and Robert Kubica have also been amongst the drivers who finished on the podium in previous editions.
Narain Karthikeyan also took part and in 2000, beat the lap record for the 6.2 km Guia Street Circuit.
The Portuguese surged into the lead at Lisboa corner and was never challenged throughout the 10-lap race, finishing 1.559 seconds ahead of Felix Rosenqvist (Mucke Motorsport), who had surged into the lead from fourth at the start.
“Today is all about bringing it home; tomorrow is the day that counts,” said Da Costa.
“I pushed a bit on the first lap to get the lead and once I had it I just tried to move away a bit. We managed to get the pole and I’m happy.”
Alex Lynn (Fortec), who started the race in pole, finished third, with Carlos Sainz (Carlin), last year’s winner Daniel Juncadella (Prema Powerteam) and Harry Tincknell (Fortec) completing the first three rows.
Two dead in separate incidentsPhillip Yau Wing-choi and Luis Carreira suffered fatal accidents in the touring car and motorcycle racing categories during Macau GP weekend. The 6.2 km Guia street circuit at Macau plays host to a prestigious Formula 3 race.