A win away at Cagliari last weekend has lifted Edoardo Reja's side into seventh place as they look to finish the season strongly, while there remains constant speculation that Seedorf is running out of time to save his job at San Siro.
Argentina international Biglia moved to Lazio from Anderlecht last year and wants to return to the Europa League after they were eliminated by Bulgarian outfit Ludogorets in the round of 32 this time around.
"Sunday we will have a very difficult test," he said.
"Milan is experiencing a particular moment but we have to be careful. We want the Europa League, the fans are very important, especially when things are not going well. We must all stand together, just so we can do more."
Seedorf met a collection of disillusioned Milan fans following last weekend's 4-2 defeat to Parma, a result that left the Rossoneri languishing in 11th place in the table.
The former Holland and Milan midfielder described the discussions as a "peaceful meeting" and was happy to see the desire of the supporters to turn things around.
"I just went to watch," he told Sky Italia.
"There is great respect for the Milan shirt on the part of everyone. Sometimes it helps just to listen and give the fans a voice, so they know we hear them.
"It was a very peaceful meeting, nothing in particular - after two years of suffering they wanted to express their feelings."
With defeats against runaway leaders Juventus and Udinese also in recent weeks, Milan are now a massive 40 points off top spot.
Seedorf has overseen four league wins since replacing Massimiliano Allegri in January, with Atletico Madrid hammering Milan 5-1 on aggregate in their Champions League first knock-out round clash and needs to get back to winning ways as soon as possible.