Roma have won three out of three in Serie A this season, but the Bosnian believes that should inspire his Lazio side even more at the Stadio Olimpico on Sunday.
The 50-year-old tactician did however praise his opposing coach Rudi Garcia who took over at Roma earlier this year.
"I have to say that I'm happy to hear (that Roma are favourites), so that my team will have to give something more because against favourite teams it isn't enough to give 100 per cent, you should give much more than this," Petkovic said.
"I believe that one of the most important things for tomorrow's match is the mental attitude: we should be calm and concentrated for 90 minutes.
"We'll be playing against a great team made of great players who managed to prove their value in the first three matches.
"Their new manager (Garcia) has found the right key for the team and proved to be ready to play in our championship from the very beginning."
Lazio will head into the game with just two days rest after beating Legia Warsaw 1-0 in the UEFA Europa League on Thursday.
"We're obviously tired because we played our last match two days ago," Petkovic said.
"They may use this situation to their advantage, but we have to prove we have enough energy to face Roma with the right quality."
