Milan won 1-0 thanks to Noah Okafor's 88th minute goal with Lazio having three players sent off.
It was an ugly, tense match. We had a slow tempo in the first half and should've moved it around quicker, finding more space," Pioli told DAZN.
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It was a balanced game with very few chances. We started better after the break and made the most of Lazio's errors."
Luca Pellegrini's dismissal involving Christian Pulisic particularly angered the hosts.
Pioli added, Pulisic is a fair player, he did what he did. I don't see why the onus should've been on us to put the ball out of play. If that is what they wanted, then why didn't they do it?"