Lazio's director of sport Igli Tare has spoken of the club's frustration at seeing two deadline day deals collapse.
The Serie A title hopefuls were in the market for a midfielder and a striker as the window started to swing shut.
Keisuke Honda and Nilmar were identified as top targets, but both failed to arrive in the Italian capital.
A move for Honda broke down first, with no deal agreed with CSKA Moscow, and Lazio were left with no time in which to push through a move for Villarreal forward Nilmar.
They were able to snap up Cesena midfielder Antonio Candreva, but they had been hoping to do a lot more.
"As I have said before, in January these are difficult market conditions and in these negotiations everyone takes excessive advantage," Tare told Lalaziosiamonoi.it.
"CSKA did not accept our proposal, which was improved two or three times. We have taken note of their decision. The distance was between supply and demand, not the mode of payment.
"Nilmar was a little sceptical because in the final two hours we had everything to still do, and eventually we took another decision."
One player who headed out of Lazio on deadline day was Djibril Cisse, with the French striker opting to cut short his time in Italy and make a fresh start in England with Queens Park Rangers.
On that move, Tare said: "I am disappointed by Cisse.
"We also talked at the start of the season and discussed the difficulties of Italian football. One of the reasons he wanted to go was the fact that he could find space elsewhere that he could not find in Italy.
"He has proven to be a great player, however, because even though he didn't score, he provided eight assists. It was a decision supported by all parties, but it was his request to leave."