The Giallorossi responded to last weekend's disappointing 1-0 defeat against Napoli with a spirited display at Stamford Bridge, earning a 3-3 draw that means they remain unbeaten in the Champions League this season.
With two defeats so far in the league - the other coming against Inter Milan - Fazio believes the team still have every reason to be full of confidence.
"Against Inter we played a great match, we could have won 4-0 and it would have been a fair result," Fazio said.
"Against Napoli, they played well in the first half, us well in the second, so perhaps a draw would have been far. Luck has not been with us in these two games."
Fazio believes the club's performances in the Champions League have given the group renewed confidence - that they hope to take back into domestic action.
"Against two great teams like Atletico - a tough side that has played in two Champions League finals - and Chelsea, the Premier League Champions, we have played two good games.
"[Against Chelsea] we played high and were able to control a lot of the possession. We played a good game, it was a draw but we deserved to win. Now we have another important game and we want to take this form into the league. If we play like that every time we won't have any problem picking up points.
"We all believe in this squad, we are very strong and we want to go out and show that in every game."
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