Milan coach Filippo Inzaghi wants his team to respond after yet another disappointing defeat in the Serie A.
Yet to win in the domestic league this year, the Rossoneri took an early lead after Jeremy Menez took advantage of a Dusan Basta mistake in midfield but the hosts were superior throughout the whole match and deservedly went on to win the game.
The defeat piles more pressure on Inzaghi with reports suggesting that Luciano Spalletti could replace the 41-year-old in the coming days.
"We played a bad match, the lads gave everything but it wasn't enough," Inzaghi told Sky Sport Italy.
"We started well but we then struggled against Lazio's pressure. It's a shame but on Tuesday we again play against them so it's our chance to bounce back straight away.
"At the moment we're not playing like the Milan we saw at the end of last year, we have to recover so we will work even harder.
"A coach's job is to understand how to improve during such a negative moment. Throwing away all the good things we've done so far would be unfair.
"Today I couldn't use all my strikers because we have two games in three days and it seems this team tends to back off a little when in front."
Defender Philippe Mexes was visibly frustrated as he saw red in the last part of the game but the 41-year-old says the Frenchman apologised in the dressing room.
"Philippe [Mexes] apologised," he said.
"He was provoked but he will be suspended [for our next games]. Also it wasn't a nice gesture to see."