The Bhoys went into the second leg of their Europa League round of 32 clash with Zenit having won the first leg 1-0 last week, as Callum McGregor's late goal handed the Bhoys a victory.
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"The goals we gave away were really disappointing".
Speaking at Celtic's hotel in St Petersburg, Rodgers said: "It would be a huge achievement for us".
"For us, we have analysed the game from the first leg and, even though we played very well, creating opportunities and didn't concede, there are still areas where we can be better. We know it is going to be hard but we believe we can do it". For us, it's important to change the result.
The Scotland worldwide also sported just a club polo shirt as he arrived in Russian Federation on Wednesday night, stopping for sensibly dressed Celtic fans outside the team hotel to take pictures.
After the final whistle, Rodgers spoke to STV and suggested that only three players in his team - midfielders Scott Brown and Olivier Ntcham, as well as striker Moussa Dembele - impressed him tonight. "But I just thought defensively, as a back line, we didn't press the game or squeeze the space". I'm confident we can improve.
"We played better than Celtic", the former Manchester City boss told reporters.