The Biancocelesti are seventh in the Serie A table and know that only a finish inside the top five would guarantee them a place in the Europa league next season.
"I've said before that the teams needs the affection of the fans and I'll say it again," Reja told Corriere dello Sport. "If we can get close to the Europa League places, we'll have even more of a chance.
"The Europa League will be decided very soon. We are behind Parma and we now have three important games, including a game against them.
"This game against Milan will be decisive, both for the points and from a psychological aspect. More than anything the team needs to keep up the intensity that we showed at Cagliari."
The match between Lazio and Milan kicks off at the Stadio Olimpico in Rome at 7.45pm.