"Trust in Petkovic, as Lazio will go far with him," Lulic told La Gazzetta dello Sport.
"I realise there is going to be scepticism around the new Coach, seeing as he isn't very well known in Italy and is coming from the Swiss League.
"However, football is the same everywhere you go. I am sure Petkovic will also do well at Lazio.
"I know him well, but now my teammates are getting to know him too. It's too early to say how far we can go, as we've been working for only a couple of weeks, but it is a good start.
"We want to grow and do better than last season. It's such a shame we missed out on the Champions League by a whisker. Unfortunately, we paid the price for the points dropped against smaller sides and must learn from those mistakes."