Despite dominating the game from start to finish, the Bianconeri were unable to find the back of the net.
This was not for lack of trying, as Juventus had tons of chances to put the game away, but Sebastian Giovinco couldn't hit the target, Claudio Marchisio and Fabio Quagliarella saw their efforts denied by spectacular saves from Federico Marchetti and Leonardo Bonucci was unfortunate to see his close-range effort hit the crossbar.
Juve will have to get over this disappointing result very quickly, as their fate in the UEFA Champions League could be decided on Tuesday when they host Chelsea in Turin.
Here are 10 things we can take away from this game.
Mauricio Isla seems to have become Antonio Conte's preferred option on the right wing.
Where Stephan Lichtsteiner reigned supreme all of last year and at the start of this season, the Chilean international seems to have taken his place in recent weeks.
Isla has put in a couple of fine performances and hasn't given the coaches any reason to change their minds. Tonight was another solid, if unspectacular, performance from the man who arrived from Udinese this summer.
It will be interesting to watch how this situation unfolds in the coming weeks.
Lichtsteiner was one of the key players for a side that won the championship last year, and he can't be too happy with being rewarded for his efforts with a spot on the bench.
His defensive abilities might also be important against Chelsea, a team with a lot of speed and creativity in their attack.
Juventus put in a dominating performance, hardly allowing Lazio to cross midfield. The pace of the game was quite high, and the Bianconeri put together a number of chances.
But that doesn't buy you anything.
Juve was lacking a certain sharpness, as chance after chance went wide of the goal.
The first half was littered with bad passes around the box, as Juventus couldn't find a hole in Lazio's defense. The quality of those passes improved in the second half, but the finishing was still severely lacking.
Sebastian Giovinco put in a good performance, but he had back-to-back chances in the first half where he should have at least hit the target. Instead, he pushed both shots wide.
Fabio Quagliarella didn't fare any better.
Lazio came to Turin to park the bus and hope for a draw, and Juve did a good job of breaking down that blue wall. But in the moment of truth, the Bianconeri failed to put away their chances.
Claudio Marchisio was nearly invisible during Italy's midweek friendly against France, and he wasn't much better against Lazio.
He is one of the most important players on this team, and a vital component of the MVP midfield. If Marchisio struggles, so will Juventus.
He got better as the game wore on and nearly scored a decisive goal at the end of the game, but overall his performance was well below what we have come to expect.
Players lose form during the course of a season, so you can't fault Marchisio for that. It's a testament to his abilities that the team struggles to score goals if he has a bad day.
But the game against Chelsea might be the most important game Juve will play all season. Antonio Conte will need everyone at their best, and that most certainly includes Marchisio.
Fans better pray the star midfielder is able to find his form quickly.
Before I say anything, I want to make it very clear that I am not blaming the referee for the result of this game in any way. Juve failed to convert their chances, and if you don't score you can't win.
That said, it's very clear that Italian referees are very worried about giving the Bianconeri any sort of advantage.
They will do their jobs around midfield, but as soon as Juve get close to the box, they'll hesitate to blow the whistle.
In a span of merely five minutes, Juventus were denied a free kick on the edge of the box when Arturo Vidal was brought down hard by the defense. This was followed by Fabio Quagliarella "committing" a foul for having a defender smash his face into the grass.
This sequence of absurd decisions was reminiscent of the game against Pescara, where the referee made some similar decisions whenever Juve came close to the penalty box.
I know the Bianconeri were in the midst of some conspiracy talks earlier in the season, but that is no reason to try and overcompensate for previous mistakes. Italian football has some of the finest set-piece specialists in the world, and defenses have to alter their style of play accordingly.
Giving teams a free pass to kick and scratch whenever a striker is near their goal is not the way you're supposed to conduct the game.
Speaking of set pieces: Juventus are pretty awful at them.
I know the team likes to take their corners short, but you need to be able to run more than one play when you do.
Because of their playing style, the team wins a lot of corners and is able to score the occasional goal because of it.
But the ratio of good corners to bad corners is pretty bad. Most of the time, the defense has an easy job defending the crosses that are frequently too short.
The same goes for free kicks. While the delivery is okay when Andrea Pirlo is the one lining up behind the ball, Juve's set pieces lack a sense of creativity.
With all of the size and aerial ability this team has (Giorgio Chiellini, Andrea Barzagli, Leonardo Bonucci, Kwadwo Asamoah, Alessandro Matri, Nicklas Bendtner and Paul Pogba, to name a few) Juventus should be scoring tons of goals off of set pieces.
Direct free kicks are clearly not a problem, with Pirlo converting a fair percentage of them, but the team should put in a lot more hours on the training ground practicing the rest of the set pieces.
Kwadwo Asamoah's blistering start for the team has come to a halt, but that was to be expected. He is still one of the best players on the roster and he provides a lot of danger coming from the left wing, a position that is fairly new to him.
But defenses are keying in on his signature move of making an explosive cut to his left foot and accelerating until he finds an opening to cross.
His raw speed is often enough to pass by defenders, but when that's not the case, he either turns around and tries to lay the ball back to one of the holding midfielders or runs the ball out of bounds.
Cutting the ball to his right foot and making a play never seems to cross his mind.
With all that speed, Asamoah would be breaking ankles if he could try and cut inside a few times per game.
Instead, he always tries to make a play with his left foot, and defenders are starting to learn this.
Right now, Asamoah is a one-dimensional player, and that is not a good thing.
Defenders hardly ever get the respect they deserve, and it's a damn shame.
Andrea Barzagli is a prime example of this. The man is possibly the Bianconeri's best player, but no one ever mentions him unless he makes a mistake.
Against Lazio, his positioning was phenomenal. He was impossible to pass for any attacker and he contributed to the buildup very well.
He showed his technical abilities on numerous occasions while remembering his defensive responsibilities, and he was the main reason Lazio failed to register a single chance on goal.
Few people talked about Barzagli when he came to Turin, and few people are talking about him now, unless they're discussing his successor.
Barzagli warrants a lot more love for the fine performances he puts out every single week.
Remember last year, when Leonardo Bonucci made mistake after mistake that almost cost him his starting job? When people were calling him a "bust" and called him out for his lack of progress made in the black-and-white?
What a difference a year makes.
I'll be the first to admit that I was part of that group that had their doubts about Bonucci going into this season. After all, we indirectly gave up the last quality wing-back we had on the roster in Domenico Criscito, just to get this kid from Bari.
But Bonucci has been splendid so far this season as the central guy in Juve's three-man backfield, and against Lazio his qualities were on full display.
Sure, he made a dumb tackle that got him booked, but that's what defenders do. Outside of that, he kept Miroslav Klose out of the game and found a way to be more dangerous than the German international, despite playing three lines further from goal.
His patented long balls created space for the Bianconeri all game long and he nearly gave his team the win when he had to react fast to a corner from Giovinco, only to see his shot hit the bar.
Leonardo Bonucci is playing some of the best football of his young career, and he finally seems to have eliminated those mistakes that seemed to plague him in previous seasons.
I apologise for ever doubting the man.
Paul Pogba didn't have his best performance for the Bianconeri, but he did a good job of replacing the suspended Andrea Pirlo.
Pirlo is not getting any younger, and it's very good to see that Juventus have an option to replace the midfield maestro.
Pogba has already proven his value to this team and there is little doubt that he will develop into one of its finest players in a few years. He is getting a lot of minutes, which is exactly what he complained about during his time at Manchester United.
With the rough schedule Juventus face, having four options to fill the vital three-part midfield is a luxury that can't be overlooked.
Injuries, suspensions, issues with form: your top players can't always play.
And while Luca Marrone and Simone Padoin are solid options in midfield, they lack the pure quality that a player like Pogba can provide.
Antonio Conte can sleep well, knowing he can afford to give one of his top midfielders a rest without seeing too much of a drop-off in both quality and production.
I love statistics, and my colleague Karl Matchett wrote a great article a few days ago ranking Europe's top defenses based on the numbers.
To find out where the Bianconeri rank, you'll have to click the link (and I suggest you do, as it's really a good article), but I'll give you a spoiler: they're not No. 1.
Statistics don't lie of course, and in that perspective he's 100 percent right.
But going off the eye test, the Bianconeri are my pick for the best defense in Europe.
The way they handled Lazio today was magnificent, and they were unfortunate enough to see their brilliant game go to waste due to the offense failing to score.
Giorgio Chiellini, Andrea Barzagli and Leonardo Bonucci form one of the best defensive partnerships I've ever seen, and they often sniff out attacks before they even come close to the penalty area, thanks to their great positioning.
Gianluigi Buffon is still a top goalkeeper, and Arturo Vidal is one of the best tackling midfielders in the world right now. The way he attacks the ball-handler is incredible, and his contributions defending the counter mask the only flaw this defense could possibly have: the lack of pace in the back three.
Add to that the defensive work of Kwadwo Asamoah and Mauricio Isla, and you get the best defense in Europe right now.
I understand not attacking an opponent that is clearly superior to your team, but the show that Lazio put up tonight was absolutely disgusting.
Several players were booked for stalling, but that didn't stop Lazio from dropping to the ground any chance they had.
Their theatrics sucked all the energy from the game, and every time Juve upped the pace a bit, a Roman would drop to the floor.
It reminded me of the show the Giants put up against the Rams last year.
Parking the bus and emerging victorious is one thing, but I don't understand how you can not be embarrassed after doing something like that.
This is the reason why Americans laugh at soccer. And frankly, I can't blame them.
Maybe we should think about stopping the clock for this kind of nonsense, once we figure out how to incorporate instant replay.