Zanetti has played for the Milan-based club since 1995 when he joined from Argentinean club Banfield, becoming the first signing of former owner Massimo Moratti.
Since his arrival, Zanetti has gone on to become the most decorated player in the club's history, lifting 16 trophies over the course of his time in Italy, a period he described before the Lazio match as "priceless".
At full-time on Saturday the Inter staff gave a visibly-emotional Zanetti a guard of honour, before the 40-year-old took the microphone and said his thanks
"Thank you everyone," he began. "You've no idea how emotional this moment is. To say you are all fantastic is not enough.
"I want to thank everyone who has been close to me at any moment. I want to thank my wife Paula and the wonderful family we raised together.
"My father, who is in front of the television in Argentina right now and didn't want to come here.
"I thank my mother in the Heavens, who is certainly as happy as I am right now. I thank the Moratti family, who in all these years have shown faith in me.
"I thank President Thohir, who allows me to continue in this wonderful Inter family, which was always my dream.
"I thank my fantastic teammates, those of this season and every year before that, who showed me so much respect and affection."
Lazio took an early lead in the match through Giuseppe Biava, but Inter fought back and eventually cruised to a comfortable 4-1 win.
Coach Walter Mazzarri incurred the wrath of supporters before the match, receiving a hostile reception for including Zanetti among the substitutes rather than among his starting XI.
With Inter 3-1 up in the 52nd minute, Zanetti entered the pitch to Europe's 1986 worldwide hit 'The Final Countdown' and the 145-times capped former Argentina international embraced a tearful pitch invader in the final stages.
"I am happy for this wonderful career wearing this jersey which I truly love," he added. "Now I must do something else.
"I don't know if I will do it well, but I can say that I will defend Inter the way I defended it on the field.
"My only desire was to defend and honour the Inter jersey in any country all over the world. I learned to love it thanks to you. I ask you to love this club, just as I will love it forever.
"Thank you for having loved me. I truly love you."
