The Swedes are in Italy for a friendly against the Serie A giants, who finished fourth in the League last season. Lazio’s campaign kicks off on August 26.
Malmo are in the middle of their domestic season, but with no League action in Sweden this weekend owing to internationals played in midweek, they have taken the opportunity to travel to the Italian capital.
Rantie joined Malmo on a 17-month loan last week after Orlando Pirates made an unsuccessful bid for his services from Swedish lower-league side Hasselholm.
The 21-year-old scored seven goals for the Premiership champions while on loan last season and his partnership with Benni McCarthy was a key factor in the closing weeks of the season.
Rantie also scored his first Bafana goal in a 3-0 win over Gabon in June.