The fierce Rome rivals go head-to-head on Sunday on the back of a Serie A season that saw the pair finish a place and just a single point apart - with the Giallorossi sitting sixth and Petkovic's men seventh at the end of the campaign.
Their respective league efforts were not enough to clinch European qualification for next season, meaning Sunday's final has added importance, with a Europa League berth up for grabs for the winner.
"The most important aspect of this match is the mentality. It will be fundamental to remain concentrated and calm," Petkovic told reporters.
“I have already had experience of working with a mental coach, as he helps us to raise our abilities and potential. It is a journey we’ve just begun and we want to continue, but he is also very useful for me when dealing with individual players. In football these are innovative techniques that aren’t used much.
Lazio have taken four points from a possible six in the two league encounters between the two sides and the 49-year-old insists that while he is wary of Roma's strengths, he holds no fear heading into the game.
He added: "What do I fear most about Roma? Fear is a bad word to use, as this is sport and we must never fear anything. Of course there was some tension in the training camp, but that is only normal ahead of such a big game.
"This game leads to a triple objective. We must qualify for Europe, win a derby and win a trophy. It will be important to put all that out of our minds, as we must focus only on positivity and winning the game."
The Coppa Italia final will be held at the clubs' shared Stadio Olimpico home in what will be the first meeting between between the sides in the competition's showpiece game.