Milinkovic-Savic, who was making his comeback from an injury, broke the deadlock in the 82nd minute by heading in a corner. Joaquin Correa doubled Lazio’s lead following a counterattack in the final minute as Atalanta pressed for the equalizer.
Marten de Roon had hit the post for Atalanta in the first half in an entertaining, high-tempo match.
It was Simone Inzaghi’s first Italian Cup victory as coach, having won the competition as a player with Lazio three times.
The win also salvaged a disappointing season for Lazio, whose hopes of qualifying for the Champions League ended with a recent loss to Atalanta in the league.
Several of the Atalanta players were in tears after the final whistle. The team from the small northern city of Bergamo has won the Italian Cup only once in its history, back in 1963.
It was Lazio’s seventh Italian Cup victory and also ended four years of Juventus domination. Lazio lost to Juventus in two of those finals.
Atalanta can console itself by fulfilling its other ambition, of qualifying for the Champions League for the first time in its history.
The team is currently on an 11-match unbeaten run in the league and that has lifted it up to fourth place in Serie A and the final Champions League qualifying berth.
Atalanta has a three-point advantage over AC Milan and Roma with two matches remaining.
Source: FOX Sport