Bayern Munich started the first quarter-final in the best way.
After only nine minutes, Robert Lewandowski put 1-0 to the Germans.
It was followed by a 2-0 goal signed by Jamal Musiala, the 17-year-old's first goal in the Champions League.
Before the referee blew off for half time, Leroy Sané had also made it 3-0 for Bayern Munich.
Second half
The second half started as badly for Lazio as the first did.
In the 47th minute, Bayern Munich came 4-0 after an own goal by Lazios Acerbi.
Two minutes after that, Joaquin Correa scored a reduction goal for the home team.
Lazio's 1-4 goal was also the end result.
Bayern Munich now has a good starting position for the return match at home on March 17.
ARCHIVE: Nannskog: "They are favorites in the Champions League" (February 16, 2021)
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Nannskog: "They are favorites in the Champions League"