The Portuguese made the switch to Rome last week.
"I am very honoured that the club, President Claudio Lotito and director of sport Igli Tare have shown such faith in me. I will work very hard to repay them," said Pereirinha.
"Lazio are a great club and I remember facing them last season in the Europa League, being impressed with the passion of their fans.
"I immediately noticed upon coming here that the squad is very united and the club is bigger than I originally thought.
"I really love Italian football and the more tactical approach suits me. I watched Serie A even when I was in Lisbon."