The Biancocelesti lost 2-0 in Turkey last week having been reduced to 10 men early in the second half.
Petkovic rates his side's chances of qualifying for the semi-finals of the Europa League at "less than 50%", but believes that an early goal at the Stadio Olimpico could make Aykut Kocaman's men nervous.
"We will need courage and patience to impose our style of football and seek a goal as soon as possible," Petkovic told reporters. "We believe that we can do it.
"It will require a good day, as Fenerbahce are strong with an important club behind them and have everything it takes to compete in Europe.
"I'd say our chances of qualification are less than 50%, but many ties have been overturned in Europe this season and 2-0 is a dangerous result for everyone."
It is the second of their two-match ban, and Petkovic believes that playing in an empty stadium will have an adverse affect on his team.
"It's not nice playing without fans, as it takes something away from you," the 49-year-old added.
"We still did well against Stuttgart behind closed doors, so you have to make up for the absence of the crowd by helping each other out."
Lazio's only European trophy came in the 1999 Cup Winners' Cup.