The newly-promoted outfit worked hard in the first half but were caught napping when play resumed, with Lazio capitalising to quickly build a two-goal advantage.
Candreva then went from provider to scorer moments later with a ferocious strike from distance that flew in off the near post.
The hosts then threatened as Simone Zaza forced Marchetti to make a fine double-stop, with Lazio struggling to keep the ball for any sustained spell.
Lazio sat deeper to maintain their advantage and were punished 15 minutes from time by Antonio Floro Flores, who smashed a free kick into the top corner to bring Sassuolo level.
Neither side were able to find a late winner in a tight finish to the clash, with Sassuolo the much happier team with their second successive score draw.