I'm assuming you mean costume and disguise. They are basically the same thing, but a costume is generally worn for fun. e.g. a Halloween costume or a stage costume. A disguise is meant to mislead someone. For example, you might wear a disguise to avoid being arrested by the police.

'Disguise' is something of a false friend between English and French. As you've seen from your recent question, in French 'se déguiser ' means to dress up in costume. This is totally different from the English meaning of 'disguise', which means to cover up the truth. For example, if you don't want anyone to see how you are feeling, you can disguise your emotions. As Katherine says, if you 'disguise yourself' in English, you do so to mislead, or to avoid detection or arrest.