AC Milan lead Lazio 1-0 at half time courtesy of Keisuke Honda's early strike.
Honda got the Rossoneri up and running within eight minutes having converted Stephan El Shaarawy's pass inside the box.
Shortly after, Miroslav Klose came close to levelling it up, but he was unable to find a way past Diego Lopez with his shot down the middle.
Sulley Muntari tried his luck from range before the interval, but his effort ended well wide of the target.