With the contest locked at 1-1 following last month's first leg, it was Rafael Benitez's side who were heading through courtesy of what looked to be a crucial away goal, before Lulic broke the deadlock on the night to set up a meeting with Juventus in the final.
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The returning Marek Hamsik, back in the Partenopei starting lineup this evening along with Gokhan Inler, found the angle a little too tight after being played in by Dries Mertens up the other end, firing wide of goal with his poked effort.
It was Napoli who remained on top as the first half wore on, winning a few corners which culminated in Mertens narrowly missing the target when put under a little pressure by Etrit Berisha.
Some good work from Miroslav Klose on the edge of the box allowed Candreva to get in Lazio's first real attempt of the game, which once more ended a few inches the wrong side of the post.
The closest either side came to breaking the deadlock in a goalless first half came on the half-hour mark when Manolo Gabbiadini's free kick came crashing back off the upright.
Both teams, separated by eight points in the Serie A table, had further attempts on goal, but neither could find the required cutting edge to find a way through in the remainder of the opening 45 minutes.
Napoli started the second half brighter, creating a fantastic opportunity when Gonzalo Higuain played the ball back into the middle, but none of his teammates were around to make the most of the opening.
Lazio, knowing that they were fast running out of time to keep alive their cup hopes, began to up things as Candreva's effort was well handled by Mariano Andujar at the end of a solid attempt.
An end-to-end period culminated in Higuain being slipped in on goal, yet he was unable to bring the ball under control and another chance to find a way through went begging.
Likewise, Jonathan de Guzman's bad touch let him down when in a promising position, while up the other end of the field Stefano Pioli's charges nearly bagged the goal they craved, with Lulic's header being well kept out by Andujar.
The game's only goal finally arrived 10 minutes from time, and it was indeed Lulic who bagged it thanks to a close-range finish at the back post following Felipe Anderson's impressive burst down the right.
Napoli threw everything they had at their opponents in the remaining time, but the ball just would not cross the line. That looked set to change at the death when Lorenzo Insigne poked the ball towards the bottom corner of the net after being introduced from the bench, yet Lulic proved the hero yet again to clear away off the line.
That was the final chance of the game, meaning that Lazio will now take on the Old Lady at the Stadio Olimpico next month.