Bologna were not pretty but they were certainly effective, stifling a Lazio side who looked to create chances throughout the first half as they sought to leave with a victory.
The home side, by shutting down Brazilian playmaker Hernanes and midfielder Antonio Candreva, cut off Lazio's supply lines, leaving Libor Kozak increasingly frustrated up front.
But Lazio struggled in the early stages of the second half, allowing the hosts to create a series of chances with Tiberio Guarente sending Alberto Gilardino's pass wide and Gilardino failing to reach Saphir Taider's cross from close range.
When Kozak was sent off for a second booking four minutes from time Lazio's hopes of breaking the deadlock were all but over despite the introduction of Klose late in the game.
"It was the right result, no side really deserved to lose," said frustrated Lazio coach Vladimir Petkovic. "However, we certainly should have done more to win.
"We seemed to lose a bit of courage after the break, we weren't able to support our striker in the right way and I didn't like that.
"We should have created more pressure, to press Bologna more. That way we would have got a better result."
The visitors went ahead in the 17th minute when Brazilian defender Danilo headed Di Natale's corner in at the far post.
