The Brazil international mentioned Dybala above five-time Ballon d'Or winner Ronaldo when asked by a fan during an Instagram Live session.
"The strongest team-mate is Paulino [Dybala]," he said.
Costa has played alongside Dybala since first joining Juve on loan from Bayern Munich in 2017.
Ronaldo moved to Turin a year later in a deal worth €112million.
Costa's most pressing concern, for now, is returning to Italy from Brazil, where he has been spending time during the suspension of the Serie A season.
Italy's top-flight has been on hold indefinitely since March due to the coronavirus pandemic but there are plans to allow clubs to resume training from May 4.
On Tuesday, Lega Serie A announced a unanimous agreement from clubs to complete the 2019-20 season, despite reports of opposition from teams including Torino and Sampdoria.
"I hope to return to Italy soon," Costa said. "I can't wait to return, partly because I don't know what to do here anymore."
Juve were a point clear of Lazio at the top of Serie A with 12 games to play when the season was paused.