The Bosnian has guided Aquile to third place with five wins from seven games this season. Meanwhile, the Rossoneri have endured a stuttered start to their campaign, winning just two matches so far.
Despite entering the contest as favourites, Petkovic has insisted that his team will be up for the challenge when Massimiliano Allegri brings his team to the Italian capital tomorrow night.
"I find it laughable that someone could face Milan with arrogance or a concentration level not up to the task," Football Italia quotes Petkovic as saying.
"Of course it's not a problem if Lazio are considered favourites. Milan are a great team, which we saw over the last two games despite the results, so we must be ready to suffer and remain 120% concentrated.
"I see a team that for years has done very well in Europe. Their seven points in the table do not reflect the real quality of this side. They are also coming here with anger and the desire to impress."
Petkovic took charge of Lazio in the summer.