The striker is happy with the signings the Serie A side have made this summer and believes their lack of European football this term will help them reach the top six
Lazio are without European football this season after their ninth-place finish in the Italian top flight last term.
However, following the arrival of the likes of Stefan de Vrij, Filip Djordjevic and Marco Parolo, Klose, who won the World Cup with Germany last month, feels the Rome club can challenge for the top six.
"We have two competitions, the League and the Coppa Italia. It will be important for us," Klose told reporters.
"We will play only on the Sunday, so during the week we will work hard. I am happy with new coach [Stefano Pioli], whilst many new players have arrived. Hopefully we will be good.
"I like this Lazio, now we have to continue to work together. It is important. When I arrived, the club bought six players and the squad moved forward well. Hopefully the same can happen this year."
The 36-year-old, who became the top goalscorer in World Cup history this summer, added that his personal objectives were only focused around helping the team.
"[My objectives] are the same as those of the team, we want to get into Europe," the German added. "Then we will see if we can fight for a higher position.
"I want to score more goals than last year, I had several injuries that did not allow me to perform as I wanted.
"We will consider everything that comes. But first we have to play as a team. Given that we will only be playing on weekends, we can win matches even in the final half-an-hour."
Klose announced his retirement from international football in August, but hinted that he wanted to see out his contract with Lazio before looking into coaching possibilities.
"I have a one-plus-one contract. Later I want to try and gain the licenses to become a coach. In football, you never know what can happen.
"I have been here for three years, it is important to work during the week and to do everything for Lazio.
"For me, this is a job, you must eat well and sleep much. We are professionals, it is normal to be like this."