Robin Gosens put the visitors in front after 10 minutes before his fellow wing-back Hans Hateboer blasted home a second.
Gomez then drilled home a finish to give Atalanta a commanding halftime lead, but Felipe Caicedo pulled one back in the second half.
However, Atalanta’s Argentinian captain scored a spectacular fourth to put the result beyond doubt, as he drilled an unstoppable shot into the top corner from a tight angle.
The result leaves Atalanta in second place with six points from their opening two games, while Lazio are 10th with three points.