UEFA ordered Lazio to play their next European game behind closed doors after disturbances against Partizan Belgrade on November 25 at the Olympic Stadium.
Lazio have already been knocked out of this season's UEFA Cup and any ban would carry over until they next qualify for European competition.
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The supporters were seen making Nazi salutes came and abused the German club's black players just days after England players suffered "monkey chants" in a friendly against Spain in the same stadium.
UEFA said the appeal hearings will take place in January.