Vladimir Petkovic lamented his team's poor defending after Lazio's 2-1 loss at Atalanta as reports suggested the head coach had resigned.
Petkovic's men saw their winless run in all competitions extended to four with the Serie A loss at the Stadio Atleti Azzurri d'Italia on Sunday.
According to RAI Sport, Petkovic has handed in his resignation to Lazio director Igli Tare and president Claudio Lotito.
Other reports suggest he has two games to turnaround Lazio's season, with his team sitting ninth in the league with just three wins in eight.
Goals from Luca Cigarini and German Denis saw Atalanta become the latest team to deny Lazio in the league.
Petkovic said his team had been punished for sloppy defending but was pleased with their improvement in the second half.
"We paid for some ingenuous defending. We have to work (on it). We wanted to win. We believed in ourselves," Petkovic told Sky Sport Italia.
"In the first half we lacked concreteness but in the second half we started well.
"At the end, however, we paid for an avoidable error. Against these teams that close down well, you have to go forward with great speed.
"In the second half we increased the rhythm and we saw a better Lazio."
Petkovic led Lazio to the Coppa Italia crown in 2012/13 but their poor start to the campaign sees him under pressure.
Serbia coach Sinisa Mihajlovic and former Lazio boss Edy Reja, who is without a coaching position, have been linked with Petkovic's position.