The Brazilian, back at San Siro after four unhappy seasons with Real Madrid, gave Milan the lead in the 54th minute with a delightful curling effort. Lazio replied with a goal from defender Michael Ciani, leaving Milan in a modest 10th place with 12 points from 10 games.
Champions Juventus, helped by a trademark Andrea Pirlo free kick, trounced Catania 4-0 to stay level on points with second-placed Napoli who controversially won 2-1 at Fiorentina.
The hosts were furious when Juan Cuadrado had a late penalty appeal turned down was and sent off after picking up a second yellow card for diving.
Napoli and Juventus both have 25 points with Napoli, two behind AS Roma who host Chievo on Thursday.
(Reporting by Agnieszka Flak, Editing by Brian Homewood/Alison Wildey)
