Lazio's European ambitions took a knock on Saturday with a 2-0 defeat at Bologna in Serie A, days after losing to Bayern Munich in the Champions League.

Ciro Immobile missed a penalty with goals in either half from Ibrahima Mbaye and Nicola Sansone sealing all three points for Bologna who snapped their 15-match winless league run against the Romans.

"The missed penalty set the tone for the game," said coach Simone Inzaghi.

Inzaghi's side showed signs of fatigue as they came off a heavy 4-1 Champions League last 16, first leg defeat to holders Bayern Munich.

"We must forget about these two defeats which hurt. An ambitious team like ours needs to roll up our sleeves and do better."

Lazio have lost momentum since losing to Inter Milan in the league two weeks ago, and next host Torino before travelling to champions Juventus.

Last season's European golden shoe winner Immobile had a chance to score from the spot after quarter of an hour after Joaquin Correa was tripped in the box with goalkeeper Lukasz Skorupski easily dealing with the striker's weak effort.

And 11th-placed Bologna got the breakthrough two minutes later when Mbaye tapped in a rebound after Pepe Reina cleared a Riccardo Orsolini volley.

Musa Barrow set up Sansone for the second after 64 minutes with Skorupski solid amid a late Lazio flurry to end the Romans' 19-game league scoring streak, two short of their record run in 1956.

Lazio stay sixth on 43 points with European rivals Roma hosting AC Milan on Sunday and Atalanta away to Sampdoria.

Champions Juventus, third with 45 points, travel to Hellas Verona, in ninth, later Saturday. (AFP)