Chris Hughton will seek clarification over the offside law after his side ended pre-season with a defeat.
Ravel Morrison scored the only goal for Lazio as they won 1-0 in a friendly at the Amex.
Albion were convinced Lazio striker Filip Djordjevic was standing offside and interfering with play just ahead of goalkeeper David Stockdale, who was left unsighted and did not dive.
Hughton said: “It was a difficult goal we conceded. We will speak to the referee about it because it is something we perhaps need to know.
Hughton was reasonably happy with his side’s performance.
He said: “I thought probably on the balance of play we had the better chances. It’s disappointing that we didn’t score.
“But certainly it was the level of game that we wanted.”
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