Nedvěd made his league debut for Lazio on 7 September 1996 in a 1–0 away defeat against Bologna. He scored his first league goal for the club against Cagliari on 20 October 1996, finishing the 1996–97 season with seven goals. He became an integral part of the side, scoring four goals in three matches early in the 1997–98 season. The club had a 24-match unbeaten streak from November 1997 to April 1998, ending with a league match against Juventus in which Nedvěd was sent off. That season, Lazio won the 1997–98 Coppa Italia and reached the final of the 1997–98 UEFA Cup. Nedvěd and Lazio began the 1998–99 season with a victory in the Supercoppa Italiana, Nedvěd scoring as the club defeated Juventus 2–1. He played a role in Lazio's road to the last-ever Cup Winners' Cup, scoring against Lausanne in the first round and in both legs of Lazio's 7–0 aggregate quarter-final victory over Panionios. In the 1999 UEFA Cup Winners' Cup Final, Nedvěd scored the decisive goal against Mallorca for Lazio's 2–1 win. This proved to be the last goal of the tournament, which was later discontinued.