Europa League-chasing Lazio appeared happy enough to cling onto a slender lead after Stefan Radu added some excitement to a dull first half with a rare defender's goal.
But, as soon as Sassuolo equalised through Sergio Floccari in the 72nd minute, Lazio went all out for the win, shrugging off Antonio Floro Flores' response to a Miroslav Klose strike to win the game 3-2 thanks to Radu's second.
Lazio remain in 10th place but could climb as high as seventh with victory at Fiorentina next week.
Sassuolo, meanwhile, are rooted to the bottom of the table, three places and four points behind 17th-placed Bologna.
There was little for fans of either side to get excited about in the early stages of the game, with both defences snaffling any tame raid that came their way.
Alvaro Gonzalez's sighter took a deflection off Lorenzo Ariaudo to end up in the stands and, in the 24th minute, Klose flirted with scoring when heading the loose ball well over Gianluca Pegolo's goalmouth.
Antonio Candreva tried his luck from distance as Lazio grew into the game and with Sassuolo starting to look shaky, the Romans found the back of the net.
It was a stunning effort from Radu, who had only ever scored one league goal for Lazio before tonight.
The Romanian defender picked his spot from 30 metres out and blasted the ball underneath the crossbar with Pegolo helpless to resist.
There was more urgency about both teams when play resumed, and Klose nearly extending Lazio's lead when seizing on a pass from Radu.
Sassuolo came close too, Domenico Berardi fizzing the ball over the bar when put through on goal by Alessandro Longhi.
The Neroverde did get through in the 72nd minute and with Floccari's first league goal of the season the game exploded into life.
The former Lazio striker hurt his old team with a thumping finish on Francesco Magnanelli's cross from the left but it was rendered meaningless two minutes later.
When Reto Ziegler lost possession in midfield, Gonzalez picked out Klose and the German beat Pegolo with ease.
In the 79th minute, Floro Flores made it 2-2.
The Spaniard's free-kick was aimed perfectly and its flight fooled Etrit Berisha, who could not move his feet in time to keep it out.
As Sassuolo celebrated snatching an unlikely point from the Eternal City, Lazio stormed upfield to grab the winner.
There were seven minutes remaining when Radu rattled the crossbar. Sassuolo centre-back Paolo Cannavaro failed to clear the rebound and his Romanian counterpart happily converted a remarkable brace.