Maurizio Sarri's side went down 1-0 to Galatasaray on the opening matchday, while their Russian counterparts played out a 1-1 draw with Marseille.
While the likes of Ciro Immobile, Felipe Anderson and Luis Alberto struggled to make things happen at the correct end of the field, Lazio's returning goalkeeper Thomas Strakosha made the fatal error to hand Galatasaray a 1-0 win in front of their own fans.
The Albanian shot-stopper attempted to catch a looping clearance from Manuel Lazzari but instead allowed the ball to slip out of his grasp into the back of the net, and Galatasaray stood firm to see out a memorable win against the Serie A powerhouses.
However, Sarri's side have warmed up for this week's encounter in perfect fashion with an enthralling Rome Derby success over Roma on Sunday, as Anderson, Pedro and Sergej Milinkovic-Savic all struck in a 3-2 triumph to end their side's four-game winless run across all tournaments.
Lazio have now gone seven games without keeping a clean sheet since the season kicked off, though, and they have also been held to draws with Cagliari and Torino since defeat to Galatasaray, but an out-of-form Bologna side lie in wait for Sarri's men before the international break.
Furthermore, the Italian giants have now suffered defeat in nine of their last 11 Europa League matches since November 2018, but their two wins in that sequence have both come at home, and they have not shared the spoils in a Europa League fixture for three and a half years.
In contrast, Lokomotiv are a side who have become accustomed to playing out stalemates in recent weeks, with the Russian Premier League side managing to hold Marseille to a 1-1 draw in their opening game in Group E.
Marko Nikolic's men went down to 10 men on the stroke of the hour mark as Cengiz Under made no mistake from the penalty spot, but they still managed to turn the screw and claim a point as Chelsea loanee Tino Anjorin restored parity in the 89th minute of the contest.
The three-time Russian champions have kept their theme of one-pointers going since that 1-1 draw with two goalless stalemates away to Ural and Khimki in the top flight, and they are now unbeaten in 10 matches since the season began, although their first competitive fixture saw them go down 3-0 to Zenit St Petersburg in the Super Cup.
Nikolic's side have now drawn six of their last eight games in all tournaments and have lost just one of their last five Europa League matches away from home, although it was the most recent one against Atletico Madrid in the last-16 of the 2017-18 tournament.
Lazio and Lokomotiv have faced off twice before in the semi-finals of the 1998-99 Cup Winners' Cup - the last-ever edition of the tournament - with the Italian side claiming a 1-1 draw away from home before a 0-0 draw at the Stadio Olimpico saw them advance to the final and win the trophy.
Lazio have lost Mattia Zaccagni to a muscular problem since the loss to Galatasaray, but the 26-year-old was at risk of losing his spot to Pedro either way given his exploits in the Rome derby.
Sarri may be tempted to save the bulk of his pre-international break alterations for the league meeting with Bologna, meaning that Adam Marusic could hold his place over Lazzarri after his and Strakosha's embarrassing moment last time out.
The shot-stopper saw 39-year-old Pepe Reina ship two goals in the Rome derby, though, and he will hope to displace the veteran Spaniard in order to redeem himself this week.
Creative hub Anton Miranchuk is expected to remain out for the time being due to tendon problems, while Stanislav Magkeev is a long-term absentee with a cruciate ligament rupture he sustained at the weekend and Ze Luis is also out of the group due to injury.
Tino Anjorin continues to be restricted to substitute appearances in spite of his last-minute heroics against Marseille, and the 19-year-old will hope to be considered for a start here.
Lazio possible starting lineup:
Strakosha; Marusic, Felipe, Acerbi, Hysaj; Alberto, Leiva, Milinkovic-Savic; Anderson, Immobile, Pedro
Lokomotiv Moscow possible starting lineup:
Guilherme; Silyanov, Cerqueira, Barinov, Zhivoglyadov; Kulikov, Beka Beka, Anjorin; Zhemaletdinov, Smolov, Kamano
We say: Lazio 2-0 Lokomotiv Moscow
The Rome derby victory came at an ideal time for Lazio, whose upcoming opponents are resilient at the best of times but have also demonstrated a goal-shy nature in recent weeks.
Injuries and suspensions will also force Nikolic to make some potentially unwanted changes, and we expect the hosts' quality to shine through as they kickstart their European campaign at the second time of asking.
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