The Giallorossi kicked off a hectic few weeks with a brilliant 3-1 win over Inter Milan, a game that saw Nainggolan score two breathtaking goals to silence the San Siro.
Speaking ahead of the game, the Belgian made it clear his side are looking to go as far as they can in all competitions.
There next challenge comes on Wednesday, as Roma face Lazio in the first leg of their Coppa Italia semi-final.
“Honestly, to be favourites is always difficult, there’s more pressure,” Nainggolan told UEFA.com, when asked if Luciano Spalletti’s side were more likely to win the derby. “But we’re a good team and we must believe in our quality. If we play our football, I think we can beat anyone.
“We’re still in the running for three competitions, we can still win three trophies.”
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Nainggolan was also asked for his thoughts on the Europa League draw, which saw Roma picked to face French side Lyon in the last-16 of the competition.
“The draw wasn’t lucky because we wanted to face a team that were less strong,” Nainggolan said. “But in the end, if you don’t meet a strong team in this round, you will in the next, so it doesn’t change match. You must beat everyone to lift the trophy and that’s what we’ll do.
“I know [Mapou] Yanga-Mbiwa, who played with us last season, and I think he’s a great player.
“The team, in general, are doing well. They beat AZ Alkmaar [11-2 on aggregate] and made everything seem easy, but I think we’re much stronger than AZ and they’ll definitely find it harder against us.”
Roma, and Nainggolan, have been in scintillating form in recent weeks, with the 4-0 over win over Villarreal perhaps the highlight – at least until Sunday’s victory in Lombardy.
“We didn’t expect such a result at Villarreal because in recent years they’d always achieved great results in Europe,” he said. “But this is football, we played well ... I don’t think it was our best game, but we took every chance.
“It was a great result and after a 4-0 win away in the first leg, it wasn’t easy to play the return leg.
“We made a lot of changes, thinking about the difficult games waiting for us in the League and Coppa Italia. In the end, we qualified and it was the only thing that mattered."
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