The Coppa Italia triumph was particularly special for Cristian Brocchi, who was forced to end his career this season.
Although injured, he was first to walk out on to the field before kick-off and stayed on the bench near to his Lazio teammates for the 1-0 win over Roma.
“I really cared about this cup so much, as I cannot explain what all this means to me,” said the midfielder.
“Just look around you at how happy the people are. I cared because today my career as a football player is ended and I must thank my teammates for allowing me to end it on a high.”
Brocchi has already been offered a job at Milan’s youth academy.
“I will begin again from there and hope to become a good Coach.”