Currently fourth in the Serie A table, the Biancocelesti find themselves eight points off Serie A frontrunners Juventus after 19 games into the season.
Immobile has not mentioned talk of a title challenge but the Italy international is determined to make sure Lazio finish in the top three this season.
“I wouldn’t dare say that we’ll definitely get to the Champions League,” he told reporters.
“We’ll fight to get there at all costs though. Now we’re fourth, we’ll try to improve and not deteriorate. There are teams around us which are built and equipped for the Champions League, so we know it won’t be easy.”
Borussia Dortmund manager Peter Stoger was left disappointed with his team's performance after being knocked out of the Europa League by RB Salzburg.