The Biancocelesti enter the second leg with a two goal cushion but their Bosnian tactician believes his side cannot take anything for granted, having watched Inter nearly blow it
The Bosnian pointed to Inter who, after winning 3-0 away to Hadjuk Split, were almost eliminated after losing the second leg at home by two goals to nil.
"We have to take tomorrow's game seriously. We have not yet won this tie. Hajduk Split almost eliminated Inter after losing the first leg," Petkovic told Corriere dello Sport.
In order to ensure qualification, the 49-year-old has called on his side to remain calm and focused on winning Thursday's return leg at the Stadio Olimpico.
"We are favourites, but we have to prove it on the field," he continued.
"We must enter with the right spirit, focusing on the task at hand without looking back at the previous result. We have to win but convince too."
Asked whether his Lazio squad has enough depth to successfully compete in the Europa League, the Serie A and the Coppa Italia, the Bosnian was convinced he does.
"Is the Europa League a burden? No. the players are ready for all three commitments," he said.
While cautioning against complacency, the former Sion boss is considering resting star striker Miroslav Klose for the match.
"I will decide who to send onto the field in the morning," he added. "It may be possible to afford a player or two some rest, possibly Klose."