The Biancoceleste won 2-0 at Chievo on Sunday - a performance that Reja described as the best so far since his appointment for a second spell at the helm last month.
"We did well against Juve," Reja said, referring to last weekend's 1-1 draw against Juventus in Rome. "But even better against Chievo.
"We showed confidence on a wet pitch and reacted well, especially in the second half.
"The result could have been by a wider margin."
Before Sunday's game, Lazio had won just once on the road.
Lazio also saw their Coppa Italia title defence end in last week's 1-0 defeat at Napoli.
"It was important for us to win and answer our critics at this moment," Reja said.
"This was the best performance since my return to Lazio."
Lazio are ninth in the standings - five points behind the last Europa League qualifying spot, which is currently held by Hellas Verona.
The Biancoceleste take on second-placed Roma at the Stadio Olimpico on Sunday, and Reja wants his team to raise their level even more.
"We have Roma in the derby and we want to be even more aggressive," Reja said.
"We will have all week to talk about the derby and it's good because we will arrive there with confidence.
"Roma have done great things, but we are improving too, so nothing is to be taken for granted."