At the end of the season, in 2002, Costacurta's contract was expiring – he therefore decided to leave the club at age 36 following their American exhibition tour in the summer to pursue a Master's in Economics in the United States. However, Milan lacked defenders in their squad due to injuries, and Adriano Galliani recalled Costacurta to renew his contract the night before the second leg of their crucial UEFA Champions League playoff match against Czech side Slovan Liberec. Milan qualified with difficulty, winning 1–0 in Milan, but being defeated 2–1 in the away match, progressing only on away goals. Milan finished third in Serie A that season, and Costacurta won his first ever Coppa Italia with the club, overcoming Roma in the final. Under Ancelotti, Costacurta would be employed at both centre-back and right-back during this season. Despite difficulties encountered in qualifying, Milan reached the Champions League final that season, in the first ever all-Italian final against Serie A rivals Juventus. On 28 May 2003, Milan captured the Champions League after defeating Juventus 3–2 on penalties following a 0–0 draw after extra time. Costacurta started the match at right back, and was substituted in the 65th minute, coming off for Roque Júnior. This was Costacurta's fourth career Champions League title.