A packed house in Turin welcomed Ronaldo and his new team-mates and, despite a couple of nervy moments, the champions continued their winning start to the Serie A season.
Ronaldo's wait for a first competitive goal in black and white went on as Pjanic struck a fine first-half effort to set Juve on course for victory.
Former Real Madrid man Ronaldo might have netted the second goal, but found his feet in a muddle as he seemed destined to convert from close range and the ball instead flicked backwards for Mandzukic to volley in and clinch the points.
Sami Khedira hit the post inside the opening 20 minutes when the ball ran away from Ronaldo in the area, before Federico Bernardeschi cut in from the right to draw a superb stop from Thomas Strakosha with a teasing curler.
And Juve's pressure told on the half-hour mark as Pjanic met a bouncing ball 20 yards from goal to arrow a finish into the bottom-right corner.
Lazio gained a foothold in the game either side of the interval, but failed to forge a breakthrough, with Ronaldo coming close when he nodded wide midway through the second half.
The new Bianconeri number seven went closer still when Strakosha tipped a dipping effort over the top and that shot lifted the crowd ahead of Mandzukic's decisive goal, where Ronaldo could not finish from close range but inadvertently teed up his strike partner.
The first real test of Juventus' season has been passed and they will have the opportunity to continue their winning start against more modest opponents in the coming weeks. And with a strong chasing pack, the Bianconeri will hope to build a gap early that will allow their focus to shift slightly to the Champions League. Now, if only Ronaldo could get off the mark...
Gianluigi Buffon is gone, there is a new right-back and Leonardo Bonucci is settling back into life at Juventus. Alex Sandro had a poor game, too. And so it was crucial that Giorgio Chiellini stepped up against Lazio and, as so often, he did exactly that. The veteran centre-back had his work cut out at times, but marshalled the likes of Ciro Immobile brilliantly.
While the only goal of the first half went Juventus' way, they were not without their difficulties as numerous defensive lapses threatened to let Lazio in. Alex Sandro was particularly guilty of gifting the ball to the opposition and also struggled to deal with runners going the other way. This was an uncharacteristically poor performance from the left-back.
