Di Lorenzo says Roberto Mancini’s men have prepared well to face Austria at the Wembley Stadium on Saturday.
Italy have been one of the best performing teams so far in the tournament, having finished top of Group A with nine points, scoring seven goals and conceding none.
The Azzurri have also been unbeaten in their last 30 games; a run which started in September 2018.
Italy are clear favourites to go through to the quarter-final stage at the expense of Austria, but Di Lorenzo has reckoned their upcoming opponents are a very good team.
“David Alaba is their most important player,” said the 27-year-old in his press conference.
“Austria are a physical side, they keep the tempo high, but we’re prepared, we are Italy and we go out there to win. I don’t feel anxiety in the group, just the concentration and eagerness to get out there and play.
“The knockout stages begin here, this is the meat of the competition and we can’t wait.”
He added: “This tournament has already showed that there are no easy games. I don’t agree that our 30-match unbeaten run was achieved without facing any tough opponents. We always try to play our best and take the initiative, no matter who we are up against.
“We know that we’ve achieved nothing yet, there are other nations doing very well too and it’s a fine line between enthusiasm and arrogance. We think France and Belgium will fight to the end and hope to be there too.”