The Italian side ensured their spot in the knockout stages with a 2-0 away win against Legia Warsaw on Thursday thanks to goals from Brayan Perea and Felipe Anderson.
And Cana immediately challenged the capital club to dream big in the Europa League.
"Lazio are a big club so we must set big goals," the 30-year-old said on Thursday.
"Why not think about winning the UEFA Europa League? Last year, we reached the quarter-finals and lost to Fenerbahce, although it was very close.
"I think this year our goal should be at least to reach the final."
Lazio have been inconsistent in Serie A so far this season but have saved their best for the Europa League, where they are unbeaten in the group stage.
Vladimir Petkovic's side were never seriously threatened by the winless Legia and would have won by more if not for some wasteful finishing in front of goal.
"We saw a good Lazio today. We knew Legia had nothing to lose as they had no points, no goals and were bottom of the table," Cana said of the win.
"So we were sure they would try to change that situation but we started very well and almost completely controlled it. Legia only had two chances and we did not allow them to create any more.
"This victory has given us a lot of self-confidence. We are in good position.
"If we win our last game, we have a chance to win the group. I am especially happy for our young strikers. They did very well today and I am pretty sure we have a great future with them in the squad."
Colombian striker Perea, who opened the scoring midway through the first half, has enjoyed a dream 2013, getting regular game time with Lazio as well as starring for Columbia in the Under-20 FIFA World Cup.
"Everything is going in the right direction for me. I am only 20 so I am lacking experience but it will come soon," Perea said.
"I would like to consolidate my position in the Lazio team, win European trophies with them and do well in Serie A."
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