La Dea outclassed Milan 3-0 on Saturday.
Ilicic said, “We had a very good game in every area, as we had plenty of chances, we defended well and against the strongest team in Italy right now, the leaders.
“We proved that we're here too, so if we fight, run and add quality, we can do great things.
“If we have to look over our shoulders, that's not right, as there are many games to go. We must take it one game at a time and see how we go.
“We've done wonderful things already, we continue to do them, we have to maintain this intensity and keep improving, because one can always do better."
Ilicic also spoke last year's battle with depression.
“I feel like a very happy man because I can play football, it's the thing I love the most other than my family. Maybe I do need to improve my finishing, I get an idea into my head at the last second and can change my mind when shooting, so I have to be more decisive."