The Argentine scored the winner as the Partenopei reached the last four of the Coppa Italia, a competition he is convinced he and his team-mates can win
The match was heading towards extra-time at the Stadio San Paolo before the Argentine knocked in the only goal in the 1-0 win with eight minutes to go.
Higuain, who moved from Real Madrid to the Partenopei at the start of the season, says he is loving life under Rafa Benitez's tutelage and suggested the Naples-based club can continue their run further than the last four.
"It was an important game, we're in the Coppa semi-final and this is an important title for us," the 26-year-old, who scored his 15th goal of the season against Lazio, told Rai Sport. "Thanks to the efforts of the whole team, we are in the semi-final.
"I am truly happy here. The team and the city are fantastic, I feel the love every day and, I'll be honest, I am happy here.
"The important thing was to win. Fortunately, we can go further in this competition."
Napoli, who visit Atalanta at the weekend, will face last year's Coppa Italia runners-up Roma in the semi-final stage.