The Scottish champions were handed a fine of €16,000 (£13,378) following a hearing of UEFA's Control, Ethics and Disciplinary Body.
Lazio were fined €9,250 (£7,734) for their fans setting off fireworks and throwing missiles in the same game, which ended in a 2-1 win for Celtic.
It is the fourth fine Celtic have received for crowd behaviour this season. They were fined €12,500 (£10,450) for incidents against AIK in Sweden and €15,000 (£12,540) for banners and chanting in the home tie against Lazio.
The club also paid out around £10,400 in fines after supporters set off flares in the home match with CFR Cluj.
Celtic have accrued 20 fines from European football's governing body since 2007, paying out close to £300,000.
Among the incidents prompting UEFA to take action are:
• October 2007 v AC Milan (H) - Improper conduct, fan attacks Dida - £25,000
• February 2012 v Udinese (A) - Banner (F*** UEFA), pyros - £21,000
• February 2015 v Dinamo Zagreb (A) - Crowd disorder (fighting with police/pyros) - £7,400
• September 2016 v Hapoel Beer-Sheva (H) - Illicit banners (Palestine flags) - £8,600