On 12 July 2019 Lazzari moved to S.S. Lazio. The transfer fee was €10m and Alessandro Murgia also moving to SPAL. Lazzari won his first trophy with Lazio on 22 December 2019, playing the full ninety minutes in their 3–1 upset victory over Juventus in the 2019 Supercoppa Italiana held at the King Saud University Stadium in Riyadh, Saudi Arabia.