Erjon Bogdani's goal in the second half proved to be enough for the league's bottom club to pick up maximum points at the Stadio Artemio Franchi.
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The home side looked bright from the start, Matteo Rubin shooting just over the Sampdoria crossbar from 20 yards.
The midfielder created a good chance for Siena on 15 minutes when he ran down the right flank and put in a ball across the face of the Samp goal, but there was no Siena player to take advantage of it.
Sampdoria, who were struggling to create chances, could have taken the lead just before the break when Mauro Icardi shot narrowly wide.
Marcelo Estigarribia came close for Sampdoria in the opening minutes of the second period as he shot just over the Siena goal.
Alessandro Rosina almost hit back for the hosts with an effort from the edge of the penalty area in the 56th minute.
Siena eventually broke the deadlock on 71 minutes when Bogdani headed home Alessio Sestu's cross from close range.
The visitors from Genoa could have earned a point in the final minute of the contest, but Roberto Soriano failed to find the target from close range after receiving Icardi's cross.