Fazio was part of the Sevilla side that won the tournament last season as they defeated Benfica in the final, and the 27-year-old believes that his side have to have a strong intensity from the outset.
He told the club's official website: "It's difficult but if we want to win this competition we need to compete in all the matches. We need to start strongly in a difficult game in Partizan and try to get the three points.
"The final is in May but we must take it match-by-match and think about the next game. That's against Partizan and we need to win."
Tottenham face Partizan in their Europa League group opener tomorrow.