The final larval stadium of Heteragrion majus Selys, 1886 and H. atrolineatum Donnelly, 1992 are described and illustrated for the first time, using reared material from Costa Rica, and compared with other species of the genus known from the country. All species were very similar as larvae, but they can be separated by the presence and distribution of antennal setae, spines on the posterior margin of the abdominal segments, and size. A key to separate all five species known for Costa Rica is provided.