The USA and Canada meet Saturday in the final.
Costa Rica's packed defense limited the USA's scoring chances in the first half, but the Americans eventually launched 26 shots while Costa Rica had six.
The game was plagued by high winds and a dust storm.
"Of course it was a great feeling when you score goals, especially the first one, because then we knew Costa Rica had to attack," said U.S. coach Pia Sundhage. "But I have to say, we have to be smarter, and I think we were smarter in the second half.
"They were so tight centrally, so we needed to go wide. We needed to use the flanks better and that's why we changed the system a little bit, so we had Heather O'Reilly and Tobin Heath on each side and I think that changed the game."
In the 57th minute, Heath delivered a low pass that Kai smacked a shot from 10 yards out that trickled through the hands of goalkeeper Priscilla Tapia.
The second goal came in the 72nd minute as Carli Lloyd sent in a free kick from the left wing. Kai got her head on the ball and sent it looping high in the air toward the goal. Tapia went up to grab the ball right on the goal line, but as she came down, fumbled it and O'Reilly stuffed it into the net from just a foot away. It was O'Reilly's 19th international goal.
Substitute Angela Hucles set up Kai's second goal, a shot from eight yards out. It was Kai's fourth goal in three tournament games and the
14th of her U.S. career.
2008 CONCACAF Women's Olympic Qualifying Semifinal
April 9 in Juarez, Mexico
USA 3 Costa Rica 0
Goals:Kai (Heath) 57, O'Reilly (Kai) 72, Kai (Hucles) 89.
USA --Solo, Cox, Rampone, Whitehill, Chalupny, O'Reilly (Hucles, 83), Boxx, Lloyd, Tarpley (Heath, 46, Kai, Wambach (Rodriguez, 74).
Costa Rica -Tapia, Rojas, Galves, Esquivel, Alvarado, Granados, Rodriguez, Malavassi, Sanchez, Wilson, Venegas (Chavez, 69).
Shots on Goal: 13/4
Corner Kicks: 9/2
Referee:Diane Ferreira-James (GUY)