The Italian club knocked out Borussia Moenchengladbach with a 2-0 win to reach the next stage of the competition after goals from Antonio Candreva and Alvaro Gonzalez helped the side to a 5-3 aggregate victory.
The 49-year-old told reporters: "We can and must continue in the Europa League.
"I saw the right attitude on the field for the full 90 minutes. The Germans fought to the end, but we were disciplined and clinical when making the most of our scoring opportunities."
And the Lazio boss was particularly pleased following the 3-0 loss on Monday night in Serie A to relegation battlers Siena.
"We had a bad night at Siena where we conceded straight away, but this was a very different game."