Sergej Milnkovic-Savic’s bullet header and a Ciro Immobile winner completed the Lazio comeback after Francesco Caputo’s Sassuolo opener.
The Neroverdi had taken the lead when Caputo swept in the Filip Djuricic pull-back.
However, Milinkovic-Savic rose to thump in the header from a corner.
After the break, Immobile completed the turnaround with a first-time strike on Adam Marusic’s assist.
It was the Italian’s 17th goal in his last 18 competitive games for Lazio.