Individual errors cost Simone Inzaghi’s side, who gifted Bayern three of their goals on the evening, including Robert Lewandowski’s opener. The No.9 was joined by Leroy Sane and Jamal Musiala on the scoresheet, while Francesco Acerbi turned into his own goal as well.
Joaquin Correa did manage to get the hosts a goal, but only after his side had fallen four goals behind in the opening 46 minutes.
Lazio weren’t helped by Mateo Musacchio early on. The former AC Milan defender under-hit a backpass to Pepe Reina, which was easily cut out by Lewandowski. The Pole took a touch to round the Spaniard and slotted into an open goal.
Sergej Milinkovic-Savic felt hard done by as he had an appeal for a penalty waved away with 18 minutes played as he went down in the area under a challenge from Jerome Boateng.
The Biancocelesti appeared to take some confidence from their first venture forward troubling Bayern, and looked sharper from there. Luis Alberto had a tame shot saved, and that was where the hope ended.
Immediately, Bayern moved forward again through Alphonso Davies. The ball eventually worked its way to 17-year-old Jamal Musiala, who took his time before slotting past Reina from the edge of the area.
The Bavarians were ruthless and were in no mood to forgive Lazio slips as they went on to grab a third before half time. Kingsley Coman won the ball back just inside his own half and roared forward alone. Having reached the box, his shot was denied by Reina only for Leroy Sane to tap into an open goal on the rebound.
Sixty-two seconds after the restart, Bayern had a fourth. A Lazio corner broke down, and a simple through ball put Sane in the clear, from as far away from goal as his own half. Having made it into the area, he squared across goal and Francesco Acerbi was helpless as he turned into his own net.
They did respond though, and Joaquin Correa reduced the deficit with a nicely taken goal, slotting past Manuel Neuer after working his way into the box. Correa then had another shot denied by Neuer shortly after.
Both sides had their chances from there on, and Reina had to be at his reactive best to deny Lewandowski late on.
Lazio travel to Bavaria for the second leg on March 17, but will have an almost impossible task of overturning the deficit against the German, European, and World champions.