Following two straight defeats, Lazio have slipped six points behind Napoli in second place.
Despite the poor form, Petkovic has urged his side to prove they are genuine challengers for the Scudetto in the game at Stadio Olimpico.
"Am I afraid of Napoli? No, there's only one thing in life we should be afraid of," said Petkovic.
"This is a game and we need to take it as a game. We will have the chance to have fun and face a very strong opponent such as Napoli that everyone considers the alternative favourite to win the Scudetto.
"We want to prove we are not the third team but that we are closer to the first two teams in the fight for the Scudetto."
Petkovic was handed the Lazio job last summer, leaving Swiss side FC Sion to join the Italian club.