Arsenal put one foot in the Europa League semi-finals with their impressive first-leg victory over the Russian side, with Lacazette and Aaron Ramsey getting two goals each.
But, unlike Ramsey, Lacazette was withdrawn with 16 minutes to go, denying him the chance to complete a hat-trick.
When asked about his frustrated expression while coming off, Lacazette told BT Sport with a smile: "Yeah, I wanted [to stay on] – like Rambo, I think.
"This wasn't the day for the first [hat-trick], but it's fine. I'm happy."
Ramsey, however, was given the chance to play out the 90 minutes and he went agonisingly close to getting a treble, with only the post denying him late on.
"I like to make late runs into box," he said. "I had plenty of opportunities – I'm just happy contributing to the team and on another day I might've had a third, but it wasn't to be."
Arsenal head to Moscow next Thursday looking to make the most of their triumph, and Ramsey does not think the current political climate and strained relationship between Russia and the United Kingdom will have an impact on anything.
"No, of course not," Ramsey said. "We're going over there for a game of football, so we're looking forward to that."