The France captain had to watch from the sidelines as Spurs overcame his former club Lyon to reach the last 16 of Europe's second competition and a tie with Inter.
Brad Friedel is preferred in goal for the Europa League, while regular Premier League No 1 Lloris has helped open up a four-point lead on fifth-placed rivals Arsenal.
"We are in good form at the moment and we have to continue," he said. "Of course we have the ambition to continue in the two competitions.
"I think the best thing will be to be in the next Champions League so we have to finish in the top four. We are in a good situation now so we have to continue to win our games.
"In Europe Inter is a great team with a great history in European competition. It will be a difficult game but we have the ambition to continue and win this trophy."
Friedel, meanwhile, is hoping Andre Villas-Boas continues to rotate his keepers between competitions.
The 41-year-old said: "I hope I will play. I played at the San Siro many moons ago (for the United States against Italy in 2002). We will find out in March."