Lazio's opening goal was somewhat scrappy, as Sergio Floccari got past his marker at the far post and flicked in after the visitors had failed to clear the ball.
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The striker got his and Lazio's second of the night with just over six minutes of the first half remaining with a header into the top corner.
However, almost instantly Apollon had a lifeline as Fotis Papoulis latched on to a pass from Sangoy before striking the ball into the corner.
Lazio had two great chances to restore their two-goal lead after the break, but failed to take both of them with Keita missing the ball completely and Floccari smacking a volley over from inside the area.
Apollon were inches away from drawing level when Lazio sub Diego Novaretti gave the ball away to Papoulis, who forced the goalkeeper to tip over.