De Vrij joined Lazio from Dutch club Feyenoord in 2014 and scored 10 goals in 118 appearances for the Roman outfit.
Spain were hoping to exact revenge for the 5-1 thrashing they suffered at the hands of the Dutch at last year's World Cup, but their chances were undone by two goals in the opening 15 minutes.
Netherlands coach Bert van Marwijk on Monday announced a bumper preliminary squad of 36 players for Euro 2012 in Poland and the Ukraine, which begins on June 8.