The Arsenal defender got under the skin of the controversial Chelsea front man as they secured a late victory at Wembley in May.
Holding clashed with Costa throughout the game, with the pair continually exchanging words.
Loud-mouthed Costa eventually flipped, much to the amusement of the 21-year-old defender.
But he has revealed that he always knew that he was doing – and knew exactly how to react when he got angry.
When asked what he said to Costa at an Arsenal Q&A event, Holding said: “An expletive, then I just called him a nutter bascially.
“Something’s not right in his head I don’t think.
“I knew what he was going to play like, I knew he was going to try the mind games and try and throw me off my game, so I just didn’t rise to it and got back into position.
“I think he sort of tapped my chest so I think there was a little bit of respect there maybe, so he was alright.”
The moment proved added enjoyment for Arsenal fans as they won their record 13th FA Cup against one of their greatest rivals.
Captain Mertesacker revealed after the game that he and Holding formed a “double act” to give Costa a taste of his own medicine.
“We went to work on Diego Costa,” explained the German. “Rob was giving him a really hard time. I kept patting him on the back, being friendly, while Rob kept on talking to him. A good double act.
“It was very exciting to see how quickly things can turn.”