Hundreds of people have gone to hospital, complaining of breathing difficulties and skin problems.
Some schools were shut and some flights into the country cancelled or diverted.
People in the capital San Jose, about 45km (30 miles) west of the Turrialba volcano, said layers of ash had coated buildings and cars and there was a fierce smell of sulphur.
Costa Rica's National Emergencies Commission has advised people to wear masks and tight clothing to protect their lungs and skin.
"It seems to me to be the strongest (Turrialba) eruption in the past six years," volcanologist Gino Gonzalez told reporters.
Costa Rica is home to dozens of volcanoes, but most of them are dormant.
A volcano has erupted in central Costa Rica, belching smoke and ash up to 3,000m (9,840ft) into the air.