Kvist said he is fearful that the deficit could be too much to overturn in Rome against a "really tough opponent".
"At 0-0 we had every chance, but we were up against it once we fell behind," Bundesliga.com quotes Kvist as saying. "Conceding at home in Europe is always dangerous and once they got a second, that was just too much for us.
"Of course, the fact that Lazio are so experienced played its part. In the end, there was very little we could do.
"It wasn't our best day that's for sure, but Lazio gave little away. They were a really tough opponent."
The second leg takes place next Thursday night.