Marco Rigoni pounced deep in injury time at the Stadio Luigi Ferraris, securing three points that sees the Grifone climb out of the relegation zone.
The Biancocelesti now find themselves nine points adrift of leaders Juventus, but the Bosnian believes that his side can bounce back quickly.
"It is a defeat that really burns, but we will be able to get back on our feet," Football Italia quotes Petkovic as saying.
"In the second half we were sharper and deserved something more."
Lazio play host to title rivals Napoli next Saturday.