Unlike his predecessor Harry Redknapp, Spurs boss Andre Villas-Boas has expressed his intention to take Europe's second-tier competition seriously this term.
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And, ahead of the north London side's clash with the Italians at White Hart Lane on Thursday evening, the Belgian has echoed his manager's sentiments.
“Lazio is a big team and I think Panathinaikos will be difficult too so that's why we have to win this game tomorrow so we can go [to Greece] with more confidence," Dembele told reporters.
"This is a very important competition for us. There are some good teams in this competition but I think we can do something in it."
The former Fulham man also reflected on Spurs’ first win of the season against Reading on Sunday, insisting the confidence boost provided by victory could help his side further improve.
“That win was very important for us because it took the pressure off us," Dembele continued. "It wasn't an easy game. Reading are a good team.
"We have a better spirit in the team now, there is a lot of positive energy in the squad now."