The Bianconeri are effectively out of the race for the top four, but as things currently stand wouldn't qualify for Europe at all.
"It is our duty to leave nothing to chance. In football anything can happen," said Del Neri.
"We must pick up points and act as if we hadn't dropped that 2-0 lead against Catania last week. Nothing is set in stone and in any case even the Europa League is an important target.
"Now we'll try everything we can against Lazio. We've looked as if we were out of the running for the Champions League many times this season, but always got back into it."