The north Londoners were held by a dogged performance from Vladimir Petkovic's side as the two heavyweights of Group J settled for a point apiece in their Europa League opener
The American, making his full debut, connected with a Gareth Bale cross but was adjudged offside before the centre-back rose at the far post in the second period, only to see his header ruled out for a foul on Stefano Mauri.
Andre Villas-Boas gave full debuts to Hugo Lloris and Dempsey as well as handing Caulker his first start of the season while Aaron Lennon captained a strong Spurs team.
Tottenham began the game brightly, looking confident in possession in front of a Lazio team happy to feel their way into the fixture and, although the hosts tentatively prodded at the Italians, it was Vladimir Petkovic's team who created the first opportunity of the match.
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This sparked the north London side into action and after Lennon latched onto a neat pass from Jermain Defoe but saw his pass to Bale intercepted, the Welshman forced Federico Marchetti to tip over the bar from a second cross.
Just after the 20th minute, Dempsey was denied a maiden goal by the linesman's flag as he nodded an excellent cross from Bale into the back of the net. Though it looked close, on reflection, the Texan was ever so slightly offside.
The game was finely poised and although it lacked creativity at times, Lazio were never the whipping boys. Three minutes before half-time Jan Vertonghen's defensive clearance was walloped back at goal on the volley by Alvaro Gonzalez, and despite beating Lloris, the crossbar prevented the Uruguayan opening the scoring.
The referee rather oddly blew the half-time whistle 30 seconds before the full 45 minutes had been played, but in a half that occasionally lapsed into procession, it had a bizarre logic.
There were no changes for either side at the break and in what was a noticeably quicker resumption to play, Tottenham carved the first clear-cut chance. Defoe, who had linked play well with the midfield behind him, drifted into the right channel and as he took Andre Dias, the centre-back, with him, cut inside and rolled Lennon in on goal.
The winger took an unnecessary first-touch, where a shot looked the better option, but his blocked effort and the ensuing melee almost saw the ball land in the Lazio goal under pressure from Dempsey.
However, the Biancocelesti survived but again had to thank the linesman minutes later for flagging for offside as Bale rolled the ball into Defoe for a tap-in.
As the game wore on, the Italian outfit began snapping at the heels of Bale and Lennon and collected a handful of bookings. From one such resulting free kick, Sandro really should have given Spurs the lead but his header lacked clarity and skidded past the far post.
And set-pieces began to prove the home side's best chance of taking the lead from then on. Firstly, Dempsey was rugby tackled by Klose in the box before Caulker saw his planted header from a corner ruled out by the referee for a fairly innocuous collision with Mauri.
With 15 minutes to play, Gylfi Sigurdsson was introduced for Dempsey as Villas-Boas chased a late winner but Petkovic's side slowed the tempo with intelligent use of the dark arts.
Yet, there was one final chance for Spurs as substitute Andros Townsend stole in unmarked at the backpost, but his header lacked conviction and direction, bouncing out for a goal kick and leaving Bale and Co. cutting frustrated figures in the centre of the six-yard box.
Ultimately, the Group J heavyweights were left with a share of the spoils whilst Villas-Boas continues to chase an elusive first home win.