Da Costa said: “I wish him happiness at Manchester United, he will have a great career there.”
Anderson has only been able to feature in 15 games this season after a bad challenge by Benfica’s Konstantinos Katsouranis in October forced him to the sidelines.
He continued: “If he had stayed in Portugal we could not guarantee a similar challenge would never have happened again,” he said, referring to the Katsouranis tackle.
“I am convinced it will not happen in the Premiership. English football is tough but not wicked.”