Spurs came up short against Chelsea at Wembley on Saturday as Antonio Conte's men consigned their capital rivals to a seventh consecutive FA Cup semi-final defeat.
But the north Londoners remain in the title race and are just four points adrift of the Blues with six games left to play.
Chelsea have lost two of their last four top-flight fixtures while Spurs will be aiming to secure their eight consecutive victory when they travel to Crystal Palace on Wednesday night.
Mauricio Pochettino's side can ill-afford to drop any more points but Lloris is adamant he and his teammates are determined to keep asking questions of the pacesetters as the finish line approaches.
"In football you need to believe because everything is possible and we don't know what will happen in the next few weeks," Lloris told ESPN.
"It's good experience for us and we will try our best until the end of the season in the league and try to put pressure on Chelsea.
"They are human. The only thing we can do it keep working hard and keep believing and play in the same way that we've played in the last few weeks," the Frenchman added.
Spurs face three London derbies in the space of 10 days, starting with the upcoming trip to Selhurst Park.
Crystal Palace are expected to have been buoyed by their win at Liverpool but Sam Allardyce has hinted he could make widespread changes against Spurs.