In truth, a professional job by the Eagles meant that they had the game sewn up in the first 45 minutes.
Brazilian signing Ederson was the surprise inclusion for Lazio after his fellow countryman Hernanes failed a fitness test and couldn't start. Elsewhere, Andre Dias and Giuseppe Biava reformed their partnership at the heart of the Lazio backline.
Siena restricted the hosts to high balls and long range efforts early on and wasted a good chance when Emanuele Calaio headed wide from ten yards.
Lazio quickly punished the visitors. Candreva whipped in a corner and with all defensive eyes on Klose, the German proved to be the perfect foil for Ederson, who rose highest to power a header into the roof of the net.
Lazio were denied a penalty just before the half hour mark when Pegolo clashed with Mauri. The Lazio captain was booked for taking his protests too far.
A second rush of blood to the head by Pegolo did give Lazio a penalty. Klose picked up a sloppy back pass, and although a bad first touch put the ball out, Pegolo recklessly cut the German down. The irate keeper was booked and lucky not to be sent off. Cristian Ledesma buried the resulting spot kick into the right hand corner of the net and over the outstretched fingertips of Pegolo.
Calaio went looking for a penalty on the stroke of half time when he went down under Biava, but the referee waved play on.
The heavens opened during the interval making conditions a bit more challenging. Massimo Paci backheeled a D'Agostino corner wide, while a deflected Mauri shot had Pegolo beaten, but finished wide of the post.
Candreva volleyed over from a pinpoint Mauri cross, before Hernanes was given a run-out. The Brazilian's slide-rule pass almost unlocked Klose, but the Siena defence blocked before he could pull the trigger.
Substitute Reginaldo forgot to put the curl on a shot from outside the box, while Candreva almost scored a carbon copy of his goal against Palermo back in Week 2.
Another substitute, this time Ogenyi Onazi fizzed a long-range effort from the edge of the D. Unfortunately for the Nigerian, the ball was caught comfortably by Pegolo.
Paci scored a consolation goal in stoppage time. The Lazio defence switched off from a D'Agostino corner, with the ball falling on a platter for Paci to poke home.