On 30 July 2014, De Vrij joined Serie A club Lazio for an undisclosed fee. He said “Lazio really proved that they wanted me and I am very happy I have made this move. I hope to become a more complete defender in Italy.” De Vrij had been widely expected to follow his international manager Louis van Gaal to Manchester United. He made his debut on 24 August in the third round of the Coppa Italia, and scored the third goal of a 7–0 home win over third-tier Bassano Virtus. A week later, he played his first Serie A match as Lazio began the season with a 3–1 defeat at A.C. Milan. On 21 September, he was sent off in the 85th minute of a game away to Genoa which Lazio had been dominating, and two minutes later Mauricio Pinilla scored the only goal to give Genoa victory. De Vrij featured in the 2015 Coppa Italia Final on 20 May against Juventus, being substituted for Keita at half time in extra time in an eventual 1–2 defeat. His second season began with the 2015 Supercoppa Italiana, playing the full 90 minutes of a 2–0 loss to Juventus in Shanghai. In September, he picked up a knee injury on international duty but was passed fit to play a further match for the Netherlands, infuriating Lazio’s medical staff. He did not make a sufficient recovery, and was subjected to an operation the following month. In November, it was confirmed that he would miss the next six months due to the injury. He scored his first goal for the club in Serie A on 11 September 2016 in a 1–1 away draw to Chievo. In March 2018, Lazio’s sporting director Igli Tare announced that De Vrij would be leaving the club on a free transfer in the summer.