Lazio, playing their first game since 29 February after the coronavirus lockdown, thanked a Marten De Roon own-goal for putting them ahead after six minutes in Bergamo with Sergej Milinkovic-Savic adding a superb second from distance five minutes later.
But Robin Gosens headed fourth-placed Atalanta back into the game seven minutes before the break with Ruslan Malinovskyi rifling in the equaliser on 66 minutes.
Jose Luis Palomino then sealed the home win 10 minutes from time.
Lazio - bidding for their third Serie A title after 1974 and 2000 - have lost just three times in the league this season.
Their most recent defeat before Wednesday was 1-0 at the hands of Inter Milan on September 25.
"We knew that returning against Atalanta was one of the worst opponents to have," said Lazio coach Simone Inzaghi whose side were held 3-3 by the Bergamo side in Rome in October.