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.”
Burnley could be set to go back in for West Brom winger James McClean after the Baggies were relegated to the Championship.
Everton are tracking Hamburg defender Josha Vagnoman but face strong competition to land him in the summer transfer window.
Tottenham are reported to be lining up a swoop for South Korean attacker Hwang Hee-chan, who plays his football for Red Bull Salzburg.
Manchester United goalkeeper Sergio Romero has been ruled out of the World Cup for Argentina because of a knee injury.
Maurizio Sarri could be on his way to Chelsea after dropping a strong hint that his time with Napoli is drawing to a close.