The fans remained outside the Stadio Olimpico for the first quarter of an hour of the match, leaving the Curva Nord, their usual stamping ground, empty for the opening exchanges.
When they finally entered, with the team already winning 1-0, they displayed banners reading "another transfer market, another dud".
"If the fans are united it is best for the team," he told reporters. "That small minority of fans did not understand that I do not get intimidated, while constructive criticism is well received."
He also praised coach Vladimir Petkovic.
"The coach has shown great balance, you have to applaud him because he has had the ability to rebuild the team," he said.
Lazio, who won the Coppa Italia last season, spent a modest 19 million euros ($25.19 million) in the transfer market during the close season, less than a third of the amount splurged by their arch rivals AS Roma.
They have taken six points from their first three league games this season. ($1 = 0.7542 euros)