Spurs face Inter in the next round after beating Lyon over two legs in the round of 32.
Lloris, who sat out the game against his former club, thinks that Spurs can continue their run in the competition.
"We have the players to progress in this competition," Lloris told the Daily Mail.
"Inter Milan is a great team with a great history in European competition. It will be a difficult game but we have the ambition to continue and win this trophy.
"Lyon are a great team, that was a big game for us and we got through so I think we can also do it against Inter."
Spurs' next match is in the Premier League against West Ham United on Monday.