The Swede hit the post twice but was thwarted by a combination of excellent defending and poor finishing.
The away side were first to settle, getting on the ball well and creating the first shooting opportunity through Hernanes.
It took the Rossoneri 15 minutes to get warmed up after a few tight offside decisions involving Zlatan Ibrahimovic, but with Mario Yepes in inspired form at the back, Milan eventually began to dominate possession and created the better chances.
Mathieu Flamini was supporting the forwards well, and Urby Emanuelson had a glorious chance to score his first goal for Milan, when Ibrahimovic cut back the ball for the Dutchman on the edge of the area, but his finish did not match the excellent pass.
However, it was the Swede who was providing the inspiration for the hosts, especially on the left side, but sloppy play in the final third was proving an issue as Lazio did not allow the Milan front three any room to play.
The Biancocelesti though, not to be outdone, almost went ahead thanks to Libor Kozak, who forced Christian Abbiati to tip a header over the crossbar, then not long after, Massimo Oddo nearly put the ball in the back of Fernando Muslera's goal via a misplaced cross.
After the break, Milan started aggressively and dominated possession from the off, and were unlucky not to take the lead when Ibrahimovic hit each post with the ball rolling agonizingly across the goal line.
The Aquile were finding it difficult to get a foothold in the match and had to thank Giuseppe Biava who cleared a Robinho shot off the line. The Brazilian also lashed a couple of shots wide as Milan exerted even more pressure on the Lazio defence.
Defending resolutely, Lazio repelled attack after attack, with Biava particularly impressive and in the final moments of the game the Rossoneri had their opponents pinned back with Ibrahimovic having the final chance of the match, but he blasted high and wide.
As a result Milan extend their lead at the top by one point and Lazio move to within two points of Napoli in second place, though things could change once the full card of fixtures has been played. At the weekend Milan visit Genoa, while Lazio welcome Chievo to the Stadio Olimpico.
Follow Goal.com on to get the latest soccer news directly. Check out Goal.com's page; be part of the best soccer fan community in the world!