Fabian Ruiz scored the only goal of the game in the 57th minute to give Lazio the first-leg advantage.
However, Moses was later replaced by Alexis Sanchez in the 74th minute.
The return leg comes up on March 5 at the Stadio San Paolo in Napoli.
In Spain, Super Eagles midfielder Ramon Azeez was benched as Granada lost 1-0 to Athletic Bilbao in the first leg of the Copa del Rey.
Bilbao’s goal was scored in the 42nd minute by Iker Muniain.
Granada will hope to overturn the tie in the second-leg, which comes up on March 5th and qualify for their first Copa del Rey final since 1959.
And in the Turkish Cup, Henry Onyekuru could not prevent Galatasaray from crashing out in the quarter-final to Alanyaspor.
Onyekuru was introduced in the 46th minute in the game which saw Galatasaray win 3-1 but crash out on the away goals rule after losing the first leg 2-0.
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