Original Macron Match-Issue football shirt S.S. Lazio 2015/16

In January 2015, it was reported that Morrison had signed a pre-contract agreement to join Lazio on a four-year deal at the end of the 2014–15 season. In February 2015, Morrison's contract with West Ham United was terminated early and the player began training with Lazio ahead of his proposed move. By June, various reports in the English media suggested that Morrison had become unsettled in Rome and in turn had instructed his representatives to seek out a move back home. Soon after, it emerged that former club Queens Park Rangers were the lead club to secure Morrison's signature, with the player reportedly keen to return to London, however Morrison himself later denied these claims.

Morrison made his Lazio debut in a 14–0 victory against C.S. Auronzo on 12 July 2015, scoring two goals and providing two assists, with his overall performance "sending the fans into ecstasy". He made his competitive debut for Lazio in the UEFA Champions League play-off round second leg match, away to Bayer Leverkusen on 26 August 2015. Morrison played the final eight minutes in place of Ogenyi Onazi in a 3–0 loss (3–1 on aggregate). Four days later, he made his Serie A debut in a 4–0 loss to Chievo, coming on at half time in place of Senad Lulić.

Morrison scarcely featured in Lazio's start to the 2015–16 season, with coach Stefano Pioli criticising his effort and inability to speak Italian. In October 2015, he posted a message on Twitter saying solely "January..", leading to more reports of an exit from the club.