The 17-year-old Macheda, a product of Serie A side Lazio's youth system, scored in stoppage time on Sunday to give the Premier League leaders a crucial 3-2 win over Aston Villa.
"It's unthinkable that a lad of 15 can be bought as if it was a cattle market," Lotito told Italy's Sky television.
"Normally these boys are not from wealthy families and they look for alternatives in foreign countries for economic reasons."
Born in Rome, Macheda joined United in 2007 and in August became the latest in a string of non-English youngsters to sign professional forms with a Premier League club.
FIFA wants to protect under-18 players and keep them with their local clubs but employment law complicates the situation.
"We knew that he was a great player, we did everything to keep him. We can not allow ourselves to behave in a way which I feel is immoral."
Lotito added that his mid-table side would be packed off on a training camp and may have wages held back after losing 2-0 at Siena on Sunday in the latest in a series of poor displays.
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