Hughes is preparing his side for the visit of Costa's soon-to-be ex-employers Chelsea at the Britannia on Saturday.
It's a shame from a football fans' point of view. It's a loss to the Premier League," he said of Costa's imminent move to Atletico Madrid.
"I used to enjoy watching him play because he had an edge to him and the reaction of other players to him was really interesting.
"He's a top player and the Premier League should have top players playing in it.
"Whatever happened or why it happened, maybe both sides should have got together and got a real positive out of it.
"But as it is, he's left Chelsea and left the Premier League, which is a shame."