Catania started strongly and were ahead after just nine minutes through Alejandro Gomez's neat finish.
Antonio Candreva had the chance to equalise for the Rome side but he could not find the target with his strike.
In the 25th minute Catania were given the chance to double their lead from the spot and Francesco Lodi made no mistake.
Just four minutes later it was 3-0, with Gomez grabbing his second as Lazio started to implode. However, the visitors held on until the break without conceding another.
In the second half, Gomez set up Cesar Barrientos to give Lazio little hope with 20 minutes left.