Marco Parolo scored twice as Lazio heaped more woe on Milan, who had Philippe Mexes sent off in a 3-1 defeat.
Luca Rossettini scored at both ends of the field, but ended up on the winning side as Cagliari beat Sassuolo 2-1.
Juventus moved five points clear in Serie A with a 4-0 win over Hellas Verona on Sunday, while Sampdoria beat Parma.
Cagliari left it late to claim a point from their trip to Udinese as they snatched a 2-2 draw on Sunday.
Cagliari coach Gianfranco Zola was unable to beat his old club Parma in the Coppa Italia as the hosts edged through 2-1.
Juventus won 2-0 at Napoli on Sunday night to pull three points clear at the top of Serie A after Lazio earlier held Roma.
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