Lazio issued a statement condemning the behaviour of "a very small minority of fans".
Mario Balotelli had to be held back by players from both teams to stop him from leaving the field of play.
Mario Balotelli showed off a new goal celebration as he took a selfie video with his teammates and posted it on Instagram during the game.
Eight games into the French league campaign, Mario Balotelli is still goalless and coach Patrick Vieira left him out.
Mario Balotelli's place could be taken by either Andrea Belotti or Ciro Immobile.
The Nice forward was heavily criticised for his performance in his first competitive game for Italy.
Mario Balotelli got new Italy coach Roberto Mancini off to a winning start by scoring the opener in a 2-1 win over Saudi Arabia in a pre-World Cup friendly in Saint Gallen on Monday.
Mario Balotelli was booked for gesticulating angrily at the crowd in the game on Saturday.
Balotelli was booked for gesticulating angrily at the crowd in the game on Saturday. He then complained to the referee that he had been subjected to racist abuse.
Nice Matin said Balotelli's booking was for his reaction to the Dijon fans, after which he had "alerted the fourth official to the alleged abuse".
Mario Balotelli, who played for Liverpool for two years, said he did not like methods and personality of the English club's coaches Brendan Rodgers and Jurgen Klopp
Mario Balotelli, on loan from Premier League side Liverpool, has not played for Inter Milan since September 27 because of a groin injury and underwent surgery in November. He has appeared in just four games this season, scoring once.
Mario Balotelli underwent a successful surgery to resolve a groin problem and will be out of Serie A action with AC Milan for another month.
Mario Balotelli, who has made only four appearances since re-joining Milan on loan from Liverpool earlier this season, has been sidelined for over a month with the problem and travelled to Denmark on Monday for a consultation with a leading specialist, Professor Per Holmich.
Italy were beaten finalists at Euro 2012 but the Azzurri failed to get past the first round at the past two editions of the World Cup. At Brazil 2014, Mario Balotelli became one of several scapegoats in an underperforming Italy side.
Mario Balotelli is expected to start on the bench, at best, after missing several training sessions this week due to a slight muscle injury while playmaker Keisuke Honda missed training on Thursday with flu.
Mario Balotelli says he is a changed man now. The AC Milan scored one goal in his club's 3-2 win over Udinese in Italian.