The 2015–16 season was Società Sportiva Lazio's 116th since their founding and the club's 28th consecutive season in the top-flight of Italian football.

The club competed in Serie A, the Coppa Italia, the UEFA Champions League, and the UEFA Europa League.

Having finished 3rd the previous season, Lazio began in the play-off round but failed to qualify after a 3–1 loss on aggregate against Bayer Leverkusen.

Note: Flags indicate national team as defined under FIFA eligibility rules; some limited exceptions apply.

Players may hold more than one non-FIFA nationality.