Cutrone opened the scoring with a glancing effort, much to the frustration of Lazio boss Simone Inzaghi, as Milan triumphed 2-1 at San Siro.
Inzaghi said it was "incredible" Cutrone's goal was allowed to stand after replays showed the ball went in off his arm from Hakan Calhanoglu's cross.
"I'll be honest, I thought it was a header at first glance. Seeing it again from that angle, it was a goal that should've been disallowed," Milan head coach Gattuso told Mediaset Premium.
"Having said that, it's reductive to talk only about one incident. There were many chances and we rode our luck at times."
Adam Marusic equalised five minutes later before Giacomo Bonaventura restored the home side's lead on the stroke of half-time.
That header proved decisive as Milan extended their winning streak in Serie A to three matches.
"We are happy, as we took on a great team," said Gattuso. "I thank the lads for today's wonderful performance.
"I don't like this constant talk of every game being a turning point for Milan. We have to take it one game at a time, no matter the situation.
"The club spent a lot of money to invest in this squad, there were some difficulties, but now we are in good shape psychologically."
Milan captain Leonardo Bonucci added: "We have to keep our feet on the ground. We won, which is our duty. We played very well in the first half both offensively and defensively.
"In the second spell, instead, we conceded more to our opponents. The coach has managed to enhance our group cohesion and now we all fight for each other. It’s great to be part of this team."