ROME: Lazio won its first derby in nearly four years as it edged city rival Roma 2-0 in the first leg of their Italian Cup semi-final on Wednesday.

Lazio hadn't beaten Roma since the cup final in 2013 but goals from Sergej Milinkovic-Savic and Ciro Immobile ensured it ended a run of four successive defeats to its bitter rival.

"It's one of the best nights of my career," Immobile said. "The fans asked us to win and we won.

"If we get to the final, as tonight suggests, it will be against one of the strongest teams in the league."

The return leg will be played on April 5. The winner will meet holder Juventus or Napoli in the final. Juventus beat Napoli 3-1 in their semi-final on Tuesday.

"They will play the same way in the return match, because they have certain characteristics. We have to be good, to do better," Roma coach Luciano Spalletti said. "But 2-0, with the return leg at home, we can absolutely overturn it."

Both teams had early chances in an entertaining match and Roma striker Edin Dzeko almost scored with less than two minutes on the clock but his effort was deflected over the bar.

Lazio took the lead on the half hour with a move started and finished by Milinkovic-Savic. The Serbian midfielder sent Felipe Anderson sprinting into the area and then rushed in himself to collect the return pass at the near post and fire into the back of the net.

Dzeko should have leveled immediately but he headed Radja Nainggolan's cross over the bar.

Roma went even closer on the hour when Mohamed Salah's snapshot crashed off the outside of the near post.

Lazio thought it had doubled its lead seven minutes later, but Immobile's effort was ruled out for offside.

Immobile did get on the scoresheet in the 78th minute. Keita Balde Diao did well to steal the ball off Roma defender Kostas Manolas and cut inside the right side of the penalty area before rolling across for Immobile at the back post for the easiest of tap-ins.