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Lazio were dominating possession but were unable to find the breakthrough as Keita again had a good chance only to see his shot well saved by Dejan Stojanovic.
Antonio Candreva became the latest Lazio player to become frustrated as his driven effort towards the top corner was again saved by the Bologna keeper.
The home side began to up the ante and Miroslav Klose should have found the net as he headed Keita's cross at goal from close range, but Stojanovic made the stop.
Stefan Radu missed a good chance 10 minutes from time when he rose highest in the penalty area to head Ledesma's free kick at goal, only to see his effort go wide of the post.
Lazio kept pushing and in stoppage time won a penalty when Felipe Anderson was brought down in the box by Archimede Morleo. Biglia took the spot kick and drilled his shot past Stojanovic to earn the three points for his side.