The Czech Republic defender, currently on internationl duty at Euro 2008, completed a permanant move to the Serie A club on Tuesday.
Newcastle reported on their website,
nufc.co.uk, that they had recouped the £2.9m paid to Paris St Germain last June for the centre-back.
However,
The Sun newspaper reports United have actually made a loss as the 27-year-old has moved for only £1.4m.
Rozehnal was signed by previous manager Sam Allardyce but struggled after showing early promise.
He spent the final five months of the season on loan at the Rome club, but a permanent deal looked dead in the water after he only made seven starts for the Stadio Olimpico side.
But after a solid performance for the Czech Republic in their opening Euro 2008 game - a 1-0 win over Switzerland on Saturday - the deal was sealed.
A statement on the Lazio website,
www.sslazio.it, read: "David Rozehnal is a Lazio player the club announces having concluded the transfer of the player after agreeing terms with English club Newcastle."