Gian Piero Gasperini's team shocked Everton 3-0 in their opening group game.
Petagna, speaking to Tribalfootball.com afterwards, insists they couldn't get carried away - though felt many neutrals underestimated them going into the game.
He said: "Sincerely I'm not an expert of English football, so I can't tell you how much Atalanta are far from them.
"Today we have surely made a very good match, prepared well in every point of view. Playing in Italy against Italian teams is hard for every opponent and today we have showed it.
"It will be harder than today playing in England for us, but for now we have to think about our next match in Serie A and then we will think again about the Europa League."