Reigning champion Jean-Eric Vergne, who missed practice on Friday due to illness, finished third as Techeetah capped an excellent weekend of action in Morocco.
Formula E: Da Costa wins Marrakesh E-Prix
However, it could have been even better, with Gunther selling Vergne a dummy on the final lap to seal second.
Puebla E-Prix: All to race for in both championships with Frijns leading
Da Costa, who now leads the drivers' championship, said: "I had to play a bit of a brave card in there, I let Gunther get super close at one point.
"I think we have been planning in our mind and the amazing preparation back home, all the guys in Paris.
"We do a lot of hard work and it has paid off, that one slaps! It was really cool.
Da Costa: I had to use a brave card to win Marrakesh E-Prix
"I have to say to Vergne, hats off. This guy had a tough week, so hats off to him, he's had a hard day, I think he is still struggling right now.
"But he pulled a podium for the team so well done."
Lynn claims Round 13 as Formula E's London weekend wraps up
Sims set for London return at E-Prix double header