Juve came from behind to win 3-1 on the day.
"We put in a great performance, but only after conceding the opening goal, which was a mistake. We proved that we have heart, grit and I think we'll battle to the end if we play like this," Chiesa told DAZN.
“The draw with Verona was harsh, it was all about details, well we were really determined this evening and gave a strong response.
“Lazio have shown themselves to be a great team, always in the fight for the top four, so it was a big game. Having said that, they are all big if we want to win the Scudetto."
Chiesa provided the assist when breaking from midfield to send Morata clear when it was still 1-1.
“I do what the coach asks of me. Winning the ball back comes above all from the team pressing and not just individuals. The assist was mine, but I was able to get the ball because we all worked so hard to win it back.
“After tonight, I think we're all in great shape, something sparked within us and from now on, every game is a Final, whether it's in Serie A, the Champions League or Coppa Italia."