Sporting Lisbon maintained their 100 per cent record in Group D, while Vaslui were held by 10-man Zurich to a draw in Romania.
Ricky van Wolfswinkel opened the scoring for the Portuguese outfit after 21 minutes following Diego Capel's cross.
Veteran striker Miroslav Klose showed he had lost none of his goal scoring instincts as he scored from close range five minutes before the interval to get the equaliser for Lazio following a set-piece.
Former Liverpool full-back Emiliano Insua grabbed the winner in the dying embers of the first half with a left-foot strike from outside the area with what proved to be the winning goal.
The Argentina international earned a booking for his overzealous celebrations for his goal and he was sent off five minutes into the second half after picking up a second booking.
Sporting held on to take the three points to stay top of the group while Lazio sit in third spot.
Vaslui and FC Zurich shared the spoils after an entertaining 2-2 draw.
Alexandre Alphonse gave FC Zurich a surprise lead against Vaslui after 32 minutes, and it was a lead they held until two minutes after the hour mark.
Raphael Koch was dismissed after he brought down Wesley who got up and dusted himself down to score the resulting penalty.
Mike Tamwanyera put them ahead after 76 minutes but just three minutes later the visitors completed a stunning comeback when substitute Admir Mehmedi notched the equaliser.