Among his most important works are the Royal Theatre of São Carlos (1792) in Lisbon and the Military Hospital (1792) near Torres Vedras.

In Lisbon, Costa e Silva and the Italian Francisco Xavier Fabri created the project for the Royal Palace of Ajuda (after 1802), which was however too grandiose and could not be completed.

In 1807, Costa e Silva went to Brazil together with John VI and the Portuguese court, which had to escape the invasion of Portugal by Napoleonic troops.

In Rio de Janeiro, which became capital of the Portuguese Empire, Costa e Silva designed an opera house in Neoclassical style.

This opera house, called Royal Theatre of St John and modelled after the São Carlos of Lisbon, was one of the first Neoclassical buildings in Brazilian soil.