The Real Adventure Unlimited won the brief to manage its five-year CRM strategy after a competitive pitch, which involved Lida and Kitcatt Nohr.
The Bristol-based agency will bring in its expertise with Danone for its Cow & Gate and Aptamil brands.
Beth Pope, a joint managing director at The Real Adventure Unlimited, said: "With new players entering the market and old rivals continuing to expand, Costa is operating in an increasingly competitive environment.
"The challenge we’re thrilled to be rising to is how we can deliver a loyalty programme that provides both value for the business and a truly personal experience for Costa customers."
Costa currently uses Karmarama as its branding agency and ZenithOptimedia as its media agency.