The 2009–10 season was the 110th season in Società Sportiva Lazio's history and their 22nd consecutive season in the top-flight of Italian football. After having won their fifth Coppa Italia the previous season, the coach Delio Rossi decided to leave and was replaced by Davide Ballardini, the former Palermo manager. At his first competitive match, he led the team to the victory of the 2009 Supercoppa Italiana against Internazionale at the Beijing National Stadium.

As the previous year, Lazio played their 2009 pre-season matches at the Auronzo di Cadore in Veneto, where they stayed from 10 July to 30 July 2009. But before leaving, the kits for the 2009–10 season were presented: produced by Puma, they were shown for the first time at the "Lazio Style" store in Fiumicino on 8 July. At the ceremony, new manager Davide Ballardini and the players Tommaso Rocchi, Modibo Diakité and Fernando Muslera were present.

Two days later, the 32-man squad arrived at Auronzo, where they started training under Ballardini, the new manager who replaced Delio Rossi in June, who left Lazio after four years. The first friendly match was played against the local side of Auronzo di Cadore on 12 July: Lazio won 10–0 easily. The next week, Universitatea Craiova of Romania reached Auronzo to meet Lazio in another friendly. This time Ballardini's team drew the match: after Lionel Scaloni scored at the 60th minute, a Michael Baird header locked the match at 1–1.

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