The Italy international has not played since November, having ruptured the anterior cruciate ligament in his right knee, but was an unused substitute in the games against Verona and Atalanta.
It meant Insigne missed Napoli's Supercoppa Italiana victory over Juventus in Doha, although Rafael Benitez's men are in the running to defend the Coppa Italia and challenge for the UEFA Europa League.
A Serie A title win looks all but gone for another season, but Insigne told Corriere dello Sport: "For those who play for Napoli, there is never a time where you can switch off.
"Now we enter a phase in the league full of crucial games, because there are important clashes in the league, the challenges of the Europa League and the Coppa Italia semi-final.
"We are alive and we will prove it. The next game is always the most important, therefore, we must focus primarily on Roma, then we will think to the other games.
"But the priority, as always, is the challenge."
A run of four league games without a win has seen fifth-placed Napoli slip 20 points off leaders and holders Juventus, although Insigne remains confident in Napoli's ability to challenge for a treble.
"I have seen moments of great football," he added.
"We are a team that has had predictable difficulties, because you play every three days and sometimes you are made to pay.
"But the [Supercoppa] victory in Doha is part of our history, it is a success against the reigning Italian champions who will almost certainly be the Italian champions in 10 matches."
