The Biancocelesti are currently in joint third place, while the Rossoneri flounder in 11th ahead of Saturday evening's encounter.
"We must have belief in ourselves while aware that we're facing a great opponent. We've got to avoid any dips in concentration," Lotito told Lazio Style Radio.
"Every match is an individual story and this is going to be a very difficult game. It also comes after the break for international duty, when we had so many players all around the world only returning Thursday, so it is not easy to recover physically and mentally.
"I hope the team can maintain the same approach it had against Pescara - that cohesive spirit, determination, eagerness and cynicism."