The battle between the last two beaten finalists never sparked into life at the Stadio Olimpico, though the outcome was hardly surprising considering they had failed to muster a goal between them in both meetings at the same stage of the competition last season.
Milan eventually went through to the final on penalties and the Rossoneri will be favourites to progress again this year with the second leg at San Siro, though the return fixture is not until late in April.
Lazio had the best opportunity to break the deadlock, Ciro Immobile carelessly shooting wide from a central position inside the penalty area to let Alessio Romagnoli – who had scuffed his clearance straight to the striker – off the hook in the opening half.
Both Francesco Acerbi and Sergej Milinkovic-Savic also failed to hit the target from long range and while Lucas Leiva did force Gianluigi Donnarumma into a save, his curling effort was straight at the goalkeeper.
Milan, meanwhile, were not helped by the loss of Franck Kessie, the midfielder substituted just before the half-hour mark having suffered an injury in an earlier challenge.
The visitors did briefly pose more of an attacking threat after the break, only to soon drop back and force their opponents to make all the running.
Milinkovic-Savic drifted a header over from a corner but did test Donnarumma from distance, his deflected strike comfortably held by the Italyinternational, who kept a clean sheet a day after celebrating his 20th birthday.
Donnarumma also got down low to deny Joaquin Correa, yet Milan's last line of defence was underworked by the hosts in a game that will not live too long in the memory of those who witnessed it.
Semi-final sitting in the balance
With Juventus' domination over – they have won the past four finals in the competition – and Fiorentina taking on Atalanta in the other semi-final, both Lazio and Milan will fancy their chances of Coppa Italia glory this season.
Their semi-final remains up for grabs with 90 minutes (at least) to play, albeit Gennaro Gattuso will be the happier of the two managers following a forgettable stalemate in Rome.
Immobile miss may hurt Lazio's hopes
After three goals in Lazio's last two Coppa fixtures, Immobile fluffed his lines when it mattered against Milan. While Mateo Musacchio's attempted block may have had an impact, he should have at least hit the target from such a prime position before the break.
