A 0-0 draw on Thursday with Tottenham was the only match the team have not won this term.
Despite their great start, the 49-year-old Bosnian feels his team has room to improve, as he looked ahead to the Biancocelesti's match against Genoa on Sunday.
"“We must be perfectionists and show more grit,” he said to a press conference.
“Lazio will try to dominate the play and confirm improvements to the fans. I had hoped we would start this season well, as we worked so much from the start of the summer.
“We are still at the start and must keep our eyes on the next game at all times. We must be perfectionists and show more grit on the field.”