The 50-year-old Biancocelesti boss has been under intense pressure of late but he is adamant that he has not lost the dressing room
The Biancocelesti ended a run of five games without a win in all competitions by defeating Cagliari 2-0 in Serie A at the weekend.
That victory has undeniably eased the pressure on Petkovic, who was rumoured to have been facing the sack, but he insists that he has always retained the support of the dressing room even if things have been a little strained of late.
"My relationship with the team is good," the 50-year-old Lazio coach told reporters on Tuesday.
"I don’t want to say great because there is always room for improvement. We’ll try to resolve what’s been a difficult time, together.
"We’ve had a lot of injuries, which hasn’t helped. But we’re not far from where we should be."
Lazio face AC Milan at San Siro on Wednesday and, while the Rossoneri have struggled to replicate their form from the first half of 2013 this season, Petkovic is expecting a tough game.
"We play at a stadium we have historically found it difficult to win at," he added.
"We need to build on what we’ve done and try and get some points on the road. Everyone here is confident, but we need to show that on the pitch.
"I expect an improvement from everyone, and we also need great support from the fans. If we want to win in Milan we have to do everything possible.
"Milan are always a dangerous opponent, and will be desperate for a win."
Lazio are currently seventh in Serie A heading into gameweek 10, three places and three points above the Rossoneri.