The Friulani were 1-0 up with around 13 seconds left of stoppages when a triple whistle was heard from the crowd, so some players stopped, but Roberto Pereyra continued and scored into an empty net.
"I can only explain what I experienced, though I would much prefer to talk about the splendid performance from my team," said Guidolin on Sky Sport Italia.
"I did not hear the whistle, as I was shouting at one of my players, but many members of my squad said they heard it coming from the crowd.
"Then that chaos happened and it was a terrible shame to see that. Lazio lads were asking me to say I heard the whistle and they wanted the game to resume from a toss-up.
"In any case, we deserved the victory considering all that we did during the game. We started strong and ended strong. We were defending in the final minutes, but after controlling the match for 80 minutes I think it's fair enough to dig a trench.
"Now we are on a par with Inter, Napoli and Lazio, which for us is a reason to be proud. I think Napoli are the favourites for third place, certainly compared to us, because they are a big club with a very different budget and a great Coach.
"I experience these last three rounds with great enthusiasm after criticism recently."