Adrian Mutu put Cesena ahead in the 14th minute before Hernanes equalised early in the second half from the penalty spot after Mobido Diakite was brought down in the area by Cesena's Marco Rossi.
Miroslav Klose gave Lazio a 54th-minute lead and the Romans held on.
Victory brought some relief to Lazio following a turbulent week at the club, which saw coach Edy Reja consider resigning because of pressure from the fans.
The hosts enjoyed a strong start and took the lead when Giuseppe Colucci fed Mutu inside the area and his right-footed shot towards the far post beat Lazio goalkeeper Federico Marchetti.
Lazio should have equalised midway through the first half when Andre Dias got his head on Cristian Ledesma's cross.
His effort was met by a fine save from Cesena goalkeeper Nicolas Ravaglia.
On the half-hour mark, Djibril Cisse came close to pulling Lazio level.
Ledesma served Cisse inside the area and the Frenchman's 10-yard strike was kept out by Ravaglia.
On the stroke of half-time, Giuseppe Colucci almost doubled his team's lead but his 30-yard effort went just wide of the far post.
Lazio finally drew level three minutes after the restart when Hernanes' spot-kick towards the centre of goal beat Ravaglia.
The Romans grew in confidence and went ahead when Cisse found Klose in the heart of the area and the German struck past Ravaglia to silence the crowd at the Dino Manuzzi stadium.
The hosts would have equalised on the hour mark had Marco Paolo's close-range header from Mutu's cross not gone just wide of the far post.
Cesena failed to test Marchetti in the final 20 minutes as Lazio held on for victory.