Lucio believes Jupp Heynckes' winning history at Bayern Munich will be key as he continues his bid to turn their season around.
Heynckes was appointed for a fourth spell in charge last month after Carlo Ancelotti was dismissed following a stuttering start to the season.
Bayern have won each of their six matches in all competitions since Heynckes took over, usurping Borussia Dortmund at the Bundesliga summit and opening a three-point advantage in the process.
The Bavarians face Dortmund in Der Klassiker on Saturday and Lucio, who played under Heynckes when the 72-year-old took over as caretaker in 2009, is confident in the abilities of a coach who led the club to the treble in 2013.
"Yes, I worked with him in a similar situation, at the end of the season he replaced another manager," Lucio told DAZN. "He's a typical German guy. He is very demanding. He likes to win and has written a winning history at Bayern Munich. That gives him some credibility to work now at Bayern.
"As I said, he likes to win and at Bayern it couldn't be different. The pressure for winning the German league and the Champions League is very high. But he knows how it works and I am sure he will be helpful to Bayern."
On this weekend's contest at Signal Iduna Park, Lucio added: "Bayern Munich and Borussia Dortmund are always big competitors.
"In the past few years, Dortmund improved a lot, reaching several finals such as the Champions League and managing to win some of them, like the German Cup. This is always a close match with a great atmosphere, whether you are playing in Munich or Dortmund.
"The pressure and the noise of the supporters are always present in this derby. For us players, it's great to be involved in these kinds of games.
"In Germany, they always respect both teams, your local team and your opponent, which is nice. But the pressure and the motivation are always there.
"It is a pleasure to play this match, despite the expectations the game involves. There are always great pays and goals in this derby. For all players, you are grateful to play in front of such great supporters and that atmosphere."