Barca will hope to book their place in the last 16 of the competition with a win in Italy next Thursday and Pique says the players want to win the trophy, despite the disappointment of not being in the Champions League.
"I'm convinced we can win it," he told Movistar. "Playing like this we can win the Europa League. If we generate the same chances in the second leg, they will go in and we will go through. We want to win [the trophy]."
Pique also said the treatment of Dembele, who was whistled when he came on, does not help the players on the pitch.
"The fans are free to express themselves as they wish, but while we're playing, the whistles are no good," he added.
"I understand that supporters are annoyed, but we'd like them to express that after the game. It's important not to have whistles during the match because it's distracting. It hurts not having the fans on side."