The Biancocelesti suffered their second successive loss and have not picked up a win in their last six league games.
"I could not fault my team's efforts, but unfortunately this is a bleak moment and we can only overcome it by staying strong until it passes," Petkovic told Sky Sport Italia.
"We are missing the last pass, the finish and the goal. We are missing belief, which we know comes from results. Last season some shots went straight into the net and now the same type of attempt isn't going in for us.
"We've got to keep working, but above all believe more and be more pro-active so all together we can emerge from this moment."
Lazio are currently 12th in the Serie A table.