A police car was set on fire as Lazio fans clashed with the local authorities near the Stadio Olimpico before the Coppa Italia final.
Italian national news agency Ansa reported that the two policemen who were in the car at the time have been taken to hospital for smoke inhalation, while one also had an injury to his ear.
Lazio fans also threw bottles, stones and other objects. Police responded with water cannons and tear gas.
Two other police cars were also damaged while five fans were arrested.
Police said two of them were arrested earlier in the day after a preliminary blockade uncovered a number of dangerous objects in their car, including flares, fireworks and a concealable portable blade.
Lazio went on to beat Atalanta 2-0 to win the Italian Cup for the seventh time in their history.
Sergej Milinkovic-Savic came off the bench on his return from injury and scored with eight minutes of the 90 to play.
And with Atalanta chasing the game, Lazio caught them on the counter attack and doubled their advantage, sealing victory through Joaquin Correa.
The victory for Lazio ended four years of Juventus domination in the competition.
Atalanta are left to fight for a Champions League spot in Serie A and are three points ahead of AC Milan and Roma with two games left.