The Biancocelesti almost suffered a fourth defeat in five in all competitions before Ivan Provedel's dramatic leveller against Atletico Madrid on Tuesday secured a point, while the visitors drew 1-1 with Lecce in gameweek four.
Provedel was Lazio's unforeseen hero in their Champions League opener, with the goalkeeper's movement and powered header to convert Luis Alberto's cross preventing another loss for Maurizio Sarri's men.
The Rome outfit have endured a wretched start to the campaign, losing all but one game in Serie A, where the side's goalscoring issues have been apparent.
Sarri's team have been unable to score more than a goal in three league games, while last season's second-placed side fired blanks in the 1-0 defeat by Genoa in round two.
Strikingly, three of the Biancocelesti's fixtures have been on the road, and the capital club return to the Olimpico on Saturday hoping to win their second game of the season.
The Lazio boss and his players refused to speak to the media after last Saturday's loss at Juventus, protesting the officiating in the 3-1 loss, but the club's issues run deeper than refereeing decisions.
Having struggled to create enough quality chances in their only home game of the new league season, Sarri will hope his side shows something different from that Genoa performance this weekend.
Monza are the visitors to the Olimpico in round five, facing opponents they could not score against in both meetings last term.
Three goals were scored in this fixture in 2022-23, all for Lazio, and the first objective for Raffaele Palladino's men is finding the back of the net against Sarri's side.
It has not been a bright start to the new season for Monza in year two in the top division, having suffered two defeats in four rounds — their only triumph came against Empoli, who have sacked Paolo Zanetti since that 2-0 loss in gameweek two.
The Biancorossi somehow held high-flying Lecce to a draw last weekend, a point that Palladino hopes restores some confidence going into Saturday's clash at the Olimpico.
It remains to be seen if Monza finally get the better of Lazio at the third time of asking, having seemed a step below Sarri's team last year.
Despite their patchy form going into this weekend's game at the Olimpico, it represents a fitting opportunity to add to the capital club's woes.
With Ciro Immobile not scoring since the opening weekend of the season, Sarri has had to rely on Alberto, but the Biancocelesti need their centre-forward back among the goals sooner rather than later.
Luca Caldirola is suspended for Saturday's game after getting a second yellow in last week's draw with Lecce, ruling out the centre-back at Lazio.
Gianluca Caprari was withdrawn early due to injury, and it remains to be seen if the forward is available.
Lazio possible starting lineup:
Provedel; Marusic, Casale, Romagnoli, Hysaj; Kamada, Vecino, Alberto; Pedro, Immobile, Zaccagni
Monza possible starting lineup:
Sorrentino; Izzo, Mari, Carboni; Birindelli, Gagliardini, Pessina, Ciurria; Colpani, Mota; Colombo
We say: Lazio 2-1 Monza
Neither Sarri's team nor Monza head into Saturday's game in top form, and the visitors ideally should back themselves to secure a first point against Sarri's men at the Olimpico.
However, the away side's defeats at Inter and Atalanta BC suggest another loss could be on the cards despite Lazio's European exertions on Tuesday.
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