The north stand, where Lazio's 'ultra' fans are usually located, was closed for the match due to a punishment handed down to the club in response to racist chanting from some fans against Sassuolo on October 1.
In response to that, the club opted to allow their 'ultras' into the south stand, which is the area Roma's most vocal fans are situated for their home matches in the shared stadium.
Maintenance staff then found graffiti and numerous anti-Semitic stickers in the south stand on Tuesday (AEDT), with some reportedly depicting Anne Frank in a Roma jersey, and Lazio blasted these actions.
Lazio spokesperson Arturo Diaconale said: "SS Lazio always condemns racism in all its forms.
"We are speechless after this news, that clearly involves a limited amount of people among the mass, who instead always behave in a fair way.
"We are worried by the fact that a small group of reckless people, who are struggling to keep up with the times, could bring such a big damage to a club."
Lazio's 'Irriducibili' supporters refused to distance themselves from the incident, claiming to be "surprised" by the news coverage.
"We are surprised by such an echo from the media," a statement read. "Everything should be mitigated by the context.
"We talk about about sport; there's jokes, irony and cheerfulness. There have been other cases which, in our opinion, should deserve much more attention by newspapers and TV.
"We don't take distance from what we've done, we simply wonder why nobody take our part when we are the victims of these alleged incidents.
"We wonder why nobody talked about our initiatives to remember the victims of terrorism. We think these moves are oriented to block and boycott Lazio's growth, as they're one of the best Serie A teams."