Lazio reached the Italian Cup final on Tuesday despite losing 3-2 in the second leg to bitter city rivals Roma, advancing 4-2 on aggregate.
A double from Egyptian Mohamed Salah on 66 and 90 minutes added to Stephan El Shaarawy's goal two minutes before the break to give Roma victory on the night.
But Lazio scored in either half through Serbian midfielder Sergej Milinkovic-Savic (37) and Italian forward Ciro Immobile (56) to book a third final in five years after beating Roma in 2013 for the title and losing to Juventus two years ago.
Simone Inzaghi's Lazio are fourth in Serie A and still in the running for Champions League football next season despite a chaotic start to the season when Marcelo Bielsa spent just two days in charge.
The six-time winners will meet either Napoli or Juventus in the final with the Turin giants leading 3-1 after the first leg.