Hernanes netted just after the half hour as Vladimir Petkovic's side beat the team bossed by former Lazio coach Delio Rossi.
The Brazilian was on hand after 31 minutes to net the opener and Lazio went on to claim all three points.
The home side had the first opening after seven minutes when Nenad Krsticic shot wide from the left side of the Lazio box.
Two minutes later Sampdoria went close to scoring the opener when some good play by Gianni Munari set up Eder whose shot was kept out by a great diving save to the bottom right corner of his goal by Lazio's Federico Marchetti.
Sampdoria paid for those missed chances when the visitors took the lead through Hernanes.
A left-wing cross from Senad Lulic found Hernanes in the area and he finished the chance despite the best efforts of Sergio Romero to deny him.
On the stroke of half-time Sampdoria's Daniele Gastaldello sent a close-range header just wide of the left post following a corner.
Lazio came more into the game in the second half and had the first chance when Abdoulay Konko shot high over the bar from 25 yards.
Eight minutes into the second half Sampdoria saw another chance go begging when a great pass from Roberto Soriano set up Munari but his weak shot from outside the box made for a comfortable save for Marchetti.
Lazio forced a corner but Andre Dias put his header high over the bar.
Sampdoria were closer with the next chance but Nicola Pozzi shot just over the bar from the edge of the area.
Pozzi then sent a shot from 25 yards narrowly wide with Marchetti well beaten.
With three minutes to go Lazio could have added a second when Konko forced his way into the area only to be tackled by Soriano.
But the visitors had done enough to take the win through Hernanes' goal.