The Biancoceleste wasted a hatful of chances and had to settle for a goalless result in Thursday's Europa League game at Apollon Limassol.
The Romans have found the back of the net just once in their last three games in all competitions and Petkovic is concerned with his team's lack of goals.
"We need to be more clinical," he said. "We are struggling up front even though we are creating so many chances.
"We need to be putting the ball in the back of the net more, so when a chance comes along we must take it.
"I think a goal would certainly help the team free itself and we hope we can make our chances against Cagliari."
The Biancoceleste have not won since beating Catania 3-1 on September 25.
Last weekend's 2-1 defeat at Atalanta extended their winless run to four games and dropped them to ninth place in Serie A.
Petkovic was heavily critical of his men after the loss in Bergamo and has demanded an improvement.
"We are where we deserved to be," Petkovic said. "We need to be more determined and show a vast improvement with respect to our game at Atalanta.
"Everyone should feel the pressure."
The Romans are hoping midfielders Senad Lulic and Antonio Candreva, both sidelined through injury, could return for Sunday's match.
Cagliari go into the encounter at the Stadio Olimpico on the back of a 2-1 home triumph over Catania.
Saturday's outcome halted a six-match winless run for the Sardinians and allowed them to climb to 12th place.
"This victory is very important for us," Cagliari coach Diego Lopez said. "We hope this win will mark a turning point."
Cagliari travel to the Italian capital having collected just two points of a possible 12 on the road this season.