Petkovic also said that the talk of his quitting or being fired was made up by the media in order to sell papers.
"I'm relaxed. It's only the results that are missing," he told Tuttosport. "I feel good because I know what we are doing and how we are working. It's just a bad patch.
"[The media] created this mess. You like this kind of thing because you sell a couple more newspapers but I'm not worried and I'm showing my team that."
Lazio face Apollon Limassol in the Europa League on Thursday night.