Last season was a nightmare, as they crashed out in the group stage of the Champions League and then in the last 16 of the Europa League.
Lindegaard, 28, said: "We have to do better. Anything else will be very disappointing, as it was last season. I think we got too careless.
"In a couple of games, especially against Basel at home when we only drew after being 2-0 in front, it was very annoying for us.
"We cannot afford to do that again this season."