The Serie A side benefitted from a Sergio Floccari brace and held on for their UEFA Europa League victory despite Fotios Papoulis pulling a goal back for the Cypriots.
Under pressure due to his side's poor league form, Petkovic said Lazio needed to develop consistency and ruthlessness.
"We saw a good Lazio side for an hour even if, as has already happened before this season, we made a mistake that allowed our opponents back into the game," he told Mediaset.
"We need to be more relaxed and ruthless to finish these matches off.
"Keita Balde is young and generous but he might want to be a bit more egotistical if he wants to score and boost his confidence."
Petkovic, whose team sit second in Group J, is remaining positive despite his side's struggles in Serie A, where they sit seventh.
The Bosnian-born coach said parts of Lazio's two recent performances – in the Europa League and against Genoa – were good.
"Is this a difficult moment for us? Journalists are creating this situation, as we do not feel any lack of faith. We should have more points, but we are creating many chances," Petkovic said.
"I look at the situation in a positive manner. I want to see the same performance as the first hour against Genoa and also the first hour of this evening. I just want the team to be more ruthless."
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