"Lazio started very strong, but we tried to play our game, pass the ball and score goals," he told reporters,
"I said yesterday that Chelsea must play with a winning mentality.
"Perhaps Lazio were nervous because after drawing at home with Sparta Prague and losing to us at Stamford Bridge they were under a lot of pressure."
Group leaders Chelsea played the better football in a tightly contested first half at Rome's Olympic stadium and took the lead in the 14th minute when Lazio keeper Matteo Sereni spilled a Juan Sebastian Veron free kick into the path of Hernan Crespo, who forced the ball over the line.
But the balance of the match swung decisively early in the second half when Lazio defender Sinisa Mihajlovic was sent off for a second booking.
Lazio crumbled as goals by striker Eidur Gudjohnsen and midfielders Damien Duff and Frank Lampard completed Chelsea's perfect night.
Ranieri, however, insisted: "Lazio didn't play so badly, they created chances and had shots on goal, which (goalkeeper Carlo) Cudicini did very well to save.
"The red card maybe changed things. From that point on it became more and more difficult for them to get back into the match.
"They started to make trivial mistakes, messing up passes that normally they would make easily. They seemed nervous, but we were lucky to take our chances so well."
While the result gave Chelsea nine points, it left Lazio at the bottom of group G, equal on four points with Sparta Prague but two behind Besiktas.
Lazio coach Roberto Mancini conceded he had made a tactical error in instructing his players to sit back during the first fifteen minutes of the match.
"Our idea was to let them come at us, to see what they would do," he said.
"Unfortunately we gave them a huge gift with the first goal. After that we started playing our game and until Mihajlovic was sent off Lazio put in a big effort to get an equaliser."
Asked to comment on an incident in which Mihajlovic spat at Chelsea striker Adrian Mutu, Mancini replied: "I didn't see it happen. I heard that Mutu hit Mihajlovic with an elbow first. Usually in these situations it's some sort of reaction.
"If he did spit then I'm sorry. Sinisa is a good guy. He doesn't usually do things like this"