Lazo scored his first senior goal on 16 January 2016, netting the last in a 4–0 thrashing of CF Rayo Majadahonda. On 1 September, he was loaned to Villarreal CF for one year, and was assigned to the B-side also in the third division.[5]
Lazo made his professional debut on 26 August 2018, replacing Iriome and scoring the equalizer in a 1–1 away draw against Granada CF.[9] The following 20 August, he joined UD Almería still in the second division, also in a temporary deal.[10]
On 8 May 2020, Lazo agreed to a permanent four-year-contract with the Rojiblancos.[11] He achieved promotion to the first division in 2022 as champions, and made his debut in the category at the age of 26 on 14 August 2022, replacing Largie Ramazani in a 2–1 home loss against Real Madrid.
On 24 August 2022, Lazo signed a five-year contract with RCD Espanyol in the top tier.[12] On 12 August 2024, after one relegation and one promotion where he was a backup option, he terminated his link with the club,[13] and signed a two-year deal with Albacete Balompié eight days later.[14]
