Under Capello's Milan, Costacurta continued to be a permanent member of the starting line-up, and he won four Serie A titles (including three consecutive titles in 1991–92, 1992–93 and 1993–94, as well as another title in 1995–96), a Champions League title in 1994, an UEFA Super Cup in 1994, as well as three consecutive Italian Supercups in 1992, 1993 and 1994. Milan also managed to reach three consecutive Champions League finals between 1992–93 and 1994–95. However, Costacurta missed the 1994 Champions League final win over Barcelona on 18 May because of a suspension, having been sent-off in the semi-final match against Monaco. Costacurta also helped Milan to win the 1991–92 Serie A title undefeated, as Milan went on an Italian record of 58 matches unbeaten. He also played a key role in Milan's defensive line in the 1993–94 title, by only conceding 15 goals all season, as Milan finished the season with the best defence in Italy.