Goals from substitute Sergej Milinkovic-Savic and Joaquin Correa proved enough for manager Simone Inzaghi's players to earn victory on the pitch they share with capital-city rivals AS Roma.
The win also means Lazio have claimed the trophy for a seventh time after a final in which physical and resolute defending stifled Atalanta's free-flowing football.
Lazio weren't afraid to subject Atalanta to some rough treatment. The latter have been an enterprising side this season but struggled to get on track amid a flurry of heavy challenges.
Of all those left with a mark of two, artful wide player Josip Ilicic was subjected to the most brutal fare. He was felled by several opposition players, as Lazio appeared to be taking turns to nullify the 31-year-old's considerable threat.
Senad Lulic was among the Lazio players to be shown a yellow card as one of the more relentless of Ilicic's pursuers. Tempers began to flare as the match descended into scrappy exchanges all over the pitch, particularly at the heart of midfield.
Richard Hall @RichHall80
If this first half in the #CoppaItalia final is anything to go by. @OfficialSSLazio and @Atalanta_BC with finish with 10 men each, both teams will be shattered after 60 minutes and it will end up at a penalty shoot out, where everyone will be too tired to take them. https://t.co/sJlGakQ3cu
Even with their best player shackled, Atalanta went closest to scoring during a dour first half. Skipper Alejandro Gomez hit the post, Ilicic saw his follow-up effort blocked and then Duvan Zapata sliced wide from close range.
It was a rare moment of goalmouth action during what was a turgid half.
Atalanta remained the most forward-thinking of the two teams after the restart. Gomez clipped the woodwork again, while raiding right-back Timothy Castagne drew a solid save from Lazio goalkeeper Thomas Stakosha.
Despite being under increasing pressure, Inzaghi's men kept their shape well and didn't hesitate to break up play with some cynical challenges. It wasn't the most sporting plan, nor the most aesthetic performance, but the intent was clear as Lazio waited to make the most of rare opportunities.
The moment came when Milinkovic-Savic emerged from the bench to replace Spanish schemer Luis Alberto. He's endured a campaign disrupted by injury, but Milinkovic-Savic was strong enough to rise highest and meet a corner from former Liverpool man Lucas Leiva eight minutes from time.
He hasn't been at his best this season, but the Serbia international midfield powerhouse has always been a force in the air.
Milinkovic-Savic has also made a habit of punishing Atalanta:
The goal tightened Lazio's grip on the cup and their stranglehold on open play. They were now able to sit deep, invite a desperate Atalanta side forward and strike on the break.
Having committed too many men forward for a corner, Atalanta were left short when Correa chased down a long punt out of the box, before ending a sensational solo run with a thumping finish.
A 2-0 scoreline was harsh on Atalanta, but Lazio's pragmatic approach had paid off. Immobile, Milinkovic-Savic, Correa and the rest were just a little more streetwise than Gian Piero Gasperini's entertainers.