The Serie A side qualified for the group stages after winning the Coppa Italia last year.
They actually finished eighth in Serie A last season – a disappointing finish considering they have been contenders up in the top five over recent seasons.
But they have some quality in their team and will fancy their chances of qualifying from the group.
After the draw was made in Switzerland this afternoon, Inzaghi gave a short reaction.
He said, per sslazio.it: “We are involved in a difficult, but very fascinating group. We will face teams that are doing very well in their respective championships. It will still be exciting to play in the Europa League.”
Celtic play a double header against Lazio – with the first game in Glasgow on October 24th before the second takes place in Rome on November 7th.