During his first season in the capital, Ledesma established himself as a key player despite a difficult start. His first moment of magic came in the December 2006 Derby della Capitale against historical rivals AS Roma, when he scored a strike from 25 metres out. He continued this good form until the end of the season, by which time Lazio had qualified for the UEFA Champions League. He successively served as vice-captain, and was a protagonist in Lazio's winning Coppa Italia 2008–09 campaign.