The interim coach was left to rue the Old Lady's failure to turn their home advantage into goals, as he felt the Biancocelesti were forced into adopting ultra-defensive tactics
A combination of the crossbar and a string of saves from visiting goalkeeper Federico Marchetti kept the Scudetto holders at bay, and they now risk seeing their lead at the top of the table cut to two points if Inter beat Cagliari on Sunday.
After the match, the 47-year-old could not pick any faults with the Bianconeri's display, apart from their inability to find the net against defensive opponents.
"All that was missing was that elusive goal," he told reporters. "We created many opportunities, dominating from the first minute onwards, but we weren't able to score.
"We're happy about the team's performance. We dominated and forced Lazio to play a defensive game.
"We're aware that we didn't manage to put the ball away, but our way of playing will remain the same: maintain a high tempo and create as much as possible."
Paul Pogba filled the void left by the suspended Andrea Pirlo, but Alessio does not believe that the midfielder's absence hindered his side.
"I don't think his absence was felt," he added. "There were many corners and free-kicks, we hit the bar through [Leonardo] Bonucci.
"Lazio adopted a defensive game and we did well to squeeze them. I reiterate, all we were missing was that vital breakthrough. It could have been a goal-fest."