Goran Pandev and Tommaso Rocchi struck for Lazio, but home fans still booed the players during the game and coach Delio Rossi said afterwards: "I didn't like the way the supporters treated some of the players, especially ones who have been key figures for the club in recent years.
"We approached the game with the right attitude, especially in the first half.
"The result was fully deserved."
On facing Real, Rossi added: "We have nothing left to lose. There are teams far stronger than Lazio in the Champions League, but I know full well my lads will not let their heads drop.
"I haven't yet thought about the starting XI, I will begin evaluating that tomorrow."