UEFA says the punishment is down to the fans' "racist behaviour" and displaying of an "inappropriate banner" when they hosted Legia Warsaw on 19 September.
The closed-door sanction will apply when Lazio play Apollon of Cyprus on 7 November, while UEFA says it also fined Lazio £34,000.
Lazio were repeatedly punished by UEFA last season over their fans' behaviour, including in the home and away ties against Tottenham.
UEFA forced the club to play their Europa League last-16 and quarter-final home ties against Stuttgart and Fenerbahce behind closed doors in March and April.
"The fight against racism is a high priority for UEFA," a UEFA statement read.
"The European governing body has a zero-tolerance policy towards racism and discrimination on the pitch and in the stands.
"All forms of racist behaviour are considered serious offences against the disciplinary regulations and are punished with the most severe sanctions.
"Following the entry into force of the new disciplinary regulations on 1 June, the fight against racist conduct has been stepped up a level - resulting in more severe sanctions to deter any such behaviour."