Foundation to post-World War II (1900-1949)

Società Podistica Lazio, or Lazio Track and Field Club was founded on January 9, 1900 in the Prati district of Rome. Wanting to encompass more than just the city of Rome that they were from, the club's nine original founding members chose to name Lazio after the region in which the city is located (Lazio).

The club's white and sky blue colors are inspired by the Greek flag and more specifically the country which gave birth to Olympic tradition and its revival at the end of the 19th century. On the other hand, the club's traditional symbol, the eagle, is an acknowledgment to the emblem of the Roman Empire. In 1901[1], a member of Racing Club de Paris first introduced the club to football making it the oldest active one in Rome and one of the oldest in Italy. A team was formed immediately, however official matches were played the following year in 1902, the very first one being a 3-0 victory on May 16th, 1902 against the now defunct Società Sportiva Virtus, a break-away club consisting of ex-Lazio players.

Lazio joined league competition in 1912 as soon as the Italian Football Federation began organising championships in the center and south of Italy, and reached the final of the national championship playoff three times, but never won, losing in 1913 to Pro Vercelli, in 1914 to Casale and in 1923 to Genoa 1893.

In 1927 Lazio was the only major Roman club which resisted the Fascist regime's attempts to merge all the city's teams into what would become A.S. Roma the same year.

The club played in the first organised Serie A in 1929 and, led by legendary Italian striker Silvio Piola, achieved a second place finish in 1937—its highest pre-war result.