This has been quite the year for the 25-year-old, having made the loan move to Saints fresh from helping Belgium to the World Cup quarter-finals and Atletico Madrid shock the football world.
Alderweireld was part of the Los Colchoneros side which won a first Primera Division title in 18 years and came off the bench in the Champions League final, where rivals Real Madrid cruelly denied them a famous double.
It took extra-time for Real to eventually triumph and things could have been so different had star man Costa not been forced off just nine minutes into what proved his last match for Atletico.
The bustling forward moved to Chelsea in the summer and has so far justified his Â£32million price tag, with the Boxing Day strike against West Ham making it 13 goals from his first 15 Premier League matches.
Alderweireld faces the unenviable task of attempting to stop Costa adding to that tally on Sunday, with the defender well aware of the threat his former team-mate poses.
"It is very difficult because he is fast, he is strong, he has technique," he said.
"He can score goals, is good with his head, so I have to be at my best to stop him."
Costa is not the only threat Alderweireld knows all too well about, having this year also played alongside Eden Hazard, Thibaut Courtois and Filipe Luis.
"They are the best players in the world, especially Diego and Eden Hazard," he said
"We have to be at our top to beat them."
Despite that, he says Southampton will head into the match brimming with confidence after continuing their impressive resurgence at Selhurst Park.
Fresh from ending their worst losing streak of the 21st century against Everton, Ronald Koeman's men triumphed 3-1 against Crystal Palace thanks to goals from Sadio Mane, Ryan Bertrand and Alderweireld.
On-loan full-back Ryan Bertrand is ineligible to face his parent club, but manager Ronald Koeman can call upon captain Jose Fonte.
Shane Long, Dusan Tadic and Victor Wanyama could come in after starting from the bench at Palace, but Jay Rodriguez (cruciate ligament), Sam Gallagher (knee) and Jack Cork (knock) remain out
Meanwhile, Nemanja Matic hopes to play alongside John Terry for many years to come at Chelsea
The Serbia midfielder has become a key member of a squad which Terry continues to lead with great authority.
The 34-year-old Blues captain is entering the final six months of his Chelsea contract, which was extended for a year last summer.
Terry, who scored for a second successive game in Friday's 2-0 defeat of West Ham, is bidding to lead Chelsea to a fourth Premier League title in 10 seasons, but a first since 2010.
"John is a big player, he's our captain and he deserves everything," Matic told Chelsea TV.
"He's one of the best central defenders in England ever
It's good to have him in the team
I hope he will continue for a few more years like this."
Should Terry's form continue it is likely his Chelsea career will be extended in the summer, but his primary focus is on the here and now.
So, too, is Matic's ahead of Sunday's trip to St Mary's, where Chelsea will bid to finish 2014 on a high and begin 2015 on top of the Barclays Premier League.
"We are focused always on the next game," Matic added.
"We look at this like a new challenge, like a new opportunity to show our quality and we will continue like this.
"We had some stretches in the dressing room (after the West Ham win) and we are already focused on Southampton.
"We will try to prepare ourselves for that game and I hope we will continue to win."
Jose Mourinho has no injury concerns or suspensions, but must determine how best to utilise his squad with matches against Tottenham and Watford, in the FA Cup, in the following seven days.
Source : PA