On a horror Tuesday night (Wednesday AEDT) for Socceroo Cristian Volpato, an unused sub for the home side at the Mapei Stadium, Sassuolo goalkeeper Stefano Turati saved two penalties but couldn't prevent his team from falling to 14th on the table.
Sassuolo were already 3-1 down when midfielder Kristian Thorstvedt was shown a straight red card in the 31st minute for a horror tackle on Mattia Zaccagni, who was fortunate to escape without serious injury.
The third goal for the visitors was scored by 23-year-old defender Romano Floriani Mussolini, the great-grandson of former Italian dictator Benito Mussolini.
Sebastiano Esposito managed to pull one back but Zaccagni restored Lazio's two-goal advantage on the stroke of halftime.
Tijjani Noslin scored twice in the second half, while Turati stopped spot kicks from Zaccagni and Davide Frattesi.
Gennaro Gattuso's unbeaten Lazio, with eight wins and a draw already under their belt, moved three points clear of defending champions Inter Milan, who visit bottom club Venezia on Wednesday (Thursday AEDT).
Elsewhere, Lazio's city rivals Roma moved up to third with a 4-2 victory at home over Cagliari.
M'Bala Nzola coolly slotted home a 10th-minute penalty for the Sardinians, however Roma were ahead by the 21st minute. Emanuele Lulli restored parity with a towering header and his cross five minutes later was side-footed in by Niccolo Pisilli.
Gian Piero Gasperini's side found themselves heading for a draw at the Stadio Olimpico after Daniel Maldini's 81st-minute equaliser, but substitutes Rodrigo Mora and Donyell Malen ensured a sixth win of the campaign.
Unbeaten Roma are four points behind Lazio and one ahead of Como, after their 3-1 win at Torino.
The Cesc Fabregas-led Como, who thrashed Manchester United 4-1 in the Champions League last week, trailed to a Che Adams goal until the 81st minute before Jacobo Ramon, Nico Paz and Martin Baturina netted.
With AAP.