The American midfielder was in Andre Villas-Boas' starting lineup for the first time since joining the club at the transfer deadline.
Dempsey, who moved to Tottenham from Fulham at the summer transfer deadline, came off the bench in his first game with the London club last weekend.
Dempsey played a very active 76 minutes against Lazio, interchanging freely with attackers Gareth Bale and Jermaine Defoe and trying to find space to work in against the very well-organized Italian team. He nearly scored the night's only goal in the first half
Looking for his first goal since forcing his way out of Fulham, Dempsey nearly notched his first goal for Tottenham when he put a diving header into the back of the net before a questionable offside call negated the goal.
Dempsey was subbed out to a small applause from the White Hart Lane crowd. He was replaced by Gylfi Sigurdsson, who also signed with Tottenham over the summer.
Meanwhile, Hugo Lloris made his Spurs debut in goal, in place of regular starter American Brad Friedel.