It was also a third clean sheet in a row for Inter who appear to be on the mend after a dreadful start to the season.
Inter climbed to seventh with 30 points from 16 games and are now only five adrift of second-placed AS Roma and three behind neighbours AC Milan.
They have won four times and drawn once in six league games under coach Stefano Pioli, appointed to replace Frank de Boer after the Dutchman was sacked after only 85 days in charge.
News that makes sense
Your trusted source for staying up-to-date with the world around you. Get free daily news updates and analysis, straight to your inbox.
Fourth-placed Lazio had the best of the first-half as Ciro Immobile was twice denied by Samir Handanovic and Sergej Milinkovic-Savic headed over from close range.
Inter, however, took control nine minutes after halftime when Banega dispossessed an opponent and unleashed a 20-metre shot which swerved past Federico Marchetti.
Icardi met Danilo D’Ambrosio's cross with a glancing header for the second two minutes later and took his league tally to 14 for the season when he scored with a low drive from Banega's pull-back in the 65th minute.
(Writing by Brian Homewood; Editing by Toby Davis)
