Late goals from Sergej Milinkovic-Savic and Joaquin Correa helped the Biancocelesti claim the Coppa Italia on a night marred by controversy.
Lazio came into the contest fresh off a victory against Cagliari on the weekend, and had been defeated by Atalanta two weeks prior in a league contest which all but ended their European ambitions.
High-flying Atalanta, on the other hand, are a closing in on a historic UEFA Champions League birth, and were looking to seal a piece of silverware to go with it.
Prior to kick-off, five Lazio fans were arrested after a confrontation with police which saw numerous policemen injured after some of the clubs ultras were seen throwing projectiles which caught a policeman on the ear.
The Nerrazzuri started the game in the ascendancy, with chances squandered by Papu Gomez and Duvan Zapata as Lazio were pinned back in the opening half.
Gomez could have broken the deadline with under 15 minutes to play when his shot rocketed off the post, before Milinkovic-Savic was introduced and provided an immediate spark.
The Serbian midfielder headed home the opener minutes after his introduction to the delight of the Lazio fans, before more good work from the Savic found Correa to seal the win on a swift counter-attack.
The win for Lazio means they claim their seventh Coppa Italia crown and their first since 2013, while Simone Inzaghi won his second piece of silverware as a manager.
The Roman outfit are unable to climb into the top four in their last two games, but will be guaranteed of a place in the Europa League.
Meanwhile, Atalanta will continue their battle for fourth when they travel to Turin and take on the Serie A champions, Juventus on Sunday.