With 15 points separating the two sides prior to kick-off, it was the struggling hosts who started on the front foot as Manu Kone saw an early effort thwarted by Ivan Provedel.
Encouraged by that opening, Roma continued to probe for a breakthrough and their pressure was duly rewarded in the 10th minute. Pellegrini picked up the ball 18 yards from goal and the heavily-criticised Giallorossi captain fashioned a yard of space for himself before curling a sublime strike into the top corner for his first SA goal of the season.
Armed with the momentum, Roma doubled their advantage just eight minutes later when good work from Artem Dovbyk and Paulo Dybala released Saelemaekers through on goal, and the Belgian tucked home at the second time of asking after Provedel denied his initial effort.
Stunned by the hosts’ quickfire double, Lazio looked to regain some semblance of composure as the first half progressed, and while clear-cut chances came at a premium, they managed to stay within touching distance at the break.
Having won six of their last seven away games, Marco Baroni’s men came flying out the blocks at the start of the second half, with Mile Svilar standing firm in the Roma goal to deny Taty Castellanos and Matteo Guendouzi in quick succession.
The visitors continued to dominate proceedings with time ticking into the final half-hour, but wasteful finishing in the final third proved problematic as Nuno Tavares’ dangerous cross-shot fizzed narrowly wide of the far post.
Lazio refused to give up hope of an unlikely comeback late on, and while tempers flared on the touchline with Castellanos seeing red, the Roma rearguard held their nerve to secure a morale-boosting victory - a fourth successive home win across all competitions for the Giallorossi.
As for Baroni’s side, they’ll be desperate to bounce back against Como on Friday after a third defeat in their last six SA matches.