The Biancocelesti boss was thrilled with the character shown by his side and felt they could even have taken all three points
Goals from Yusuf Erdogan and Adrian Mierzejewski put the home side 2-0 in front before Ogenyi Onazi pulled a goal back for the Biancocelesti.
But the hosts restored their two-goal advantage through Paulo Henrique and looked to be heading for victory, only for Sergio Floccari to strike twice late on and leave Petkovic a happy man.
He told Sky Sport Italia: "We dominated the game but we made too many avoidable mistakes. There are lots of positives for us though because this was a Lazio that believed until the end.
"We could've won. We played well and I am pleased. The boys were good, they worked until the very end and kept creating opportunities."
The result means Lazio remain top of Group J with four points from their opening two Europa League games.