Italian media reported that those who distributed the leaflets had been identified using video footage by police, who have passed their findings on to prosecutors.
The leaflets were circulated on the north stand which Lazio fans occupy.
“The Curva Nord for us represents a sacred place. An environment with an unwritten code to be respected,” read the flyer signed “Direttivo Diabolik Pluto”.
“The first rows, as always, we experience them as if they were a trenched line. We do not admit women, wives or girlfriends, so, if this is the case, we invite you to position yourself from row 10 onwards.
“Those who choose the stadium as an alternative to the carefree and romantic day at Villa Borghese [one of the main parks in Rome], go to other areas.”
Lazio’s ultras fans have often courted controversy and the club was fined €50,000 last year after supporters displayed stickers showing Holocaust victim Anne Frank in a Roma shirt along with anti-Semitic messages.