It certainly wasn't for want of trying.
We had three goals disallowed - Clint Dempsey in the first half, Jermain Defoe and Steven Caulker in the second - and dominated the majority of possession without reward.
Lazio struck the crossbar in their best spell towards the end of the first half but were happy to soak up pressure in the second half and did the Italian job on the night.
Andre Villas-Boas made three changes from Sunday's win at Reading. Most notably, Hugo Lloris came in for his debut, Clint Dempsey made his full debut and Steven Caulker his first start of the season.
Miroslav Klose led the line for Lazio ahead of a fluid midfield that changed shape from 4-3-3 to a diamond to 4-5-1, but with Cristian Ledesma generally dropping deeper and Hernanes looking to support Klose.
Aaron Lennon captained the side and was the key man as we dominated the first half-hour.
The winger linked up time after time with full-back Kyle Walker, with clever runs and incisive passing getting the better of Lazio left-back Senad Lulic.
Lennon's first raid came in the ninth minute, his cross just too high for Dempsey and he then came infield to set-up a Jermain Defoe snapshot that flew into Federico Marchetti's hands.
Lennon got in again after a one-two with Defoe, this time crossing for Gareth Bale, whose header was touched over by Marchetti.
Four minutes later and it looked like we'd made the breakthrough as Bale crossed from the right for Dempsey diving in to head home, but the 'goal' was ruled out by an offside flag.
Lazio, happy to sit in as we pushed forward, then carved out two chances. First Klose completely missed his kick from Stefano Mauri's touch inside and then, three minutes from half-time, Alvaro Gonzalez hit a spectacular volley from 22 yards that dipped and rattled the crossbar.
The second half followed a similar pattern as the Italians dropped off again, and we went after the opening goal.
The first chance came from another Lennon dart into the box on 52 minutes. Lulic got a foot in this time, but forced Marchetti, who had already start to advance, into a save down to his right. Lennon and then Dempsey both followed up only for Biava to block on both occasions.
Sandro then found space to meet Bale's free-kick from the right but could only glance his header wide.
We looked like we'd made the breakthrough again on 70 minutes when Caulker rose to head home Bale's corner, but this time the effort was chalked off for a foul on Mauri.
We continued to push but didn't carve out another chance until the final minute when Naughton picked out substitute Andros Townsend's run to the far post, but the winger headed wide.
Spurs (4-2-3-1): Lloris; Walker, Caulker, Vertonghen, Naughton; Dembele (Mason, 90+4), Sandro; Lennon (Townsend, 82), Dempsey (Sigurdsson, 76), Bale; Defoe. Unused subs: Cudicini, Dawson, Gallas, Huddlestone.
Lazio (4-5-1): Marchetti; Cavanda, Dias, Biava, Lulic; Mauri (Ederson, 90+2), Onazi (Zarate, 81), Ledesma, Hernanes (Ciani, 90+4), Gonzalez; Klose. Unused ubs: Bizzarri, Scaloni, Kozak, Floccari.
Yellow cards: Lazio - Biava (28), Dias (63), Gonzalez (66), Mauri (85).
Referee: Mr Alin Hategan (Romania).