Initially a Republican, in 1912 he was a founding member of the Progressive Party in Colorado. He then unsuccessfully ran for governor in 1912 and 1914. President Woodrow Wilson appointed Costigan as a member of the United States Tariff Commission in 1917, a position he held until March 1928, when he began practicing law again. He was elected to the U.S. Senate as a Democrat in 1930. Oscar L. Chapman managed his campaign. He served from March 4, 1931 to January 3, 1937.