Davide Ballardini refuses to walk after seeing Lazio drop into the relegation zone after defeat to Catania.

Star signing Maxi Lopez hit his first goal for Catania midway through the second-half for the winner.

"We should not have lost this game, nor did we deserve to, as we dominated the first half," said Ballardini. "After the break we were not sharp enough and conceded on the counter-attack."

The fans were furious and staged a protest, forcing President Claudio Lotito to leave the stadium early due to security fears.

"All I can say at this moment is that the team needs its fans to stay close. Lazio are in a very difficult situation, but I'm convinced we have what it takes to get out of it.

"I think I know how to do my job. There are a lot of problems and we have to stick together. What I didn't like today was the lack of fire and hunger that we needed after that strong first half.

"There are many sides every year in Serie A who start out with great objectives and end up fighting to avoid relegation. I take responsibility, but so should everyone."