Ronaldo kept his spot in the line-up after a disappointing outing at the weekend against AC Milan while he was joined in the attack by Paulo Dybala and Douglas Costa.
After a fairly quiet opening, Lazio went close to breaking the deadlock int he 24th minute with a curling free-kick that struck the upright.
Koulibaly nearly gifted Juventus the opening on 40 minutes after giving the ball to Rodrigo Bentancur, who released Dybala but Napoli shot-stopper Meret raced off his line to thwart the Argentine.
Napoli were unlucky not to have gone into the break a goal up as Insinge saw his effort from distance parried away by Gianluigi Buffon just before the interval.
Just as the weekend's clash against Milan, Juventus really struggled going forward as Ronaldo cut a frustrated figure as chances were few and far between.
Both sides knew there would be no extra-time should it scoreless, with Napoli throwing everything forward although Arkadiusz Milik was unable to profit from Matteo Politano's cross in the box on 72 minutes.
The woodwork came to Juventus' rescue in the third minute of time added on as Nemanja Maksimovic's was tipped onto the post by Buffon as the clash went to penalties.
It was Napoli who held their nerve as Dybala and Danilo missed for the Old Lady, handing the Italian Cup to Maurizio Sarri's former side.
The Naples have now secured their first major trophy in six seasons, while Juventus have now missed out on the Super Cup and Coppa Italia this season.