The mannequins donned the guernseys of AS Roma players Daniele De Rossi, Mohamed Salah and Radja Nainggolan, and dangled nearby a banner reading: “A piece of advice, without offence...sleep with the lights on."
The fans, which belong to the hardcore ‘Irriducibili’ segment of Lazio’s ultras, admitted to hanging the mannequins and the chilling message, but refused to apologise arguing that it was just healthy banter.
"We're amazed and stunned by such obtuseness, sensationalism mixed with alarmism,” the fans posted on the Facebook page Roman Elite.
“We don't think we should apologise to anyone since, although it was in bad taste for some, it all comes under the longstanding healthy right to mock your opponents."
Sports Minister Luca Lotti condemned the controversial incident, saying "this is not sport".
Torino coach Sinisa Mihajlovic agreed with Lotti, stating that the Lazio fans had taken the banter too far.
"I'm struck by the fact that it was possible to hang up mannequins in front of the most famous monument in the world without anyone noticing," said the former Lazio defender.
"And that they did so, and then filmed it. Scary stuff."