The Partenopei were 1-0 down for much of the game, but Hugo Campagnaro's acrobatic volley secured a 1-1 result at the Olimpico.
"It is a very important point in a difficult arena like this. We must compliment Lazio for making it very difficult for us right from the first whistle," said Mazzarri.
"Considering how the situation had been going, we did well to fight back and must treasure the point. We had a bad start, partly due to the number of players who were off on international duty this week, as we didn't have much time to prepare."
It was a particularly tough match for Mazzarri, as the Coach needed treatment in the opening minutes when he pulled a calf muscle during a particularly agitated moment on the touchline.