With neither side able to score in the space of 210 minutes in the two legs of the semifinal after Wednesday, it was perhaps not surprising that the shootout extended to 14 rounds, reports Efe.
The visitors began with two misses, by Ricardo Rodriguez and Ricardo Montolivo, respectively, only to be flawless from that point on.
Lazio started well, with a strike from Ciro Inmobile, but Milan keeper Gianluigi Donnarumma was able to stop Sergei Milinkovic and Lucas Leiva.
In the end, it was Alessio Romagnoli's success after Lazio's Luiz Felipe Ramos sent the ball high that settled the contest in favour of the visitors.
AC Milan, seeking to hoist the Coppa Italia for the first time since 2003, are headed to the May 9 final, where they will face a Juventus side in pursuit of their fourth straight title in the competition.
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