The midfielder made the switch for an undisclosed fee at the end of the January transfer window, prompting a backlash from fans of the Roman club.
"I received between 50 to 70 to 80 telephone calls from pseudo-fans, in which they asked me to leave Lazio and made death threats against me," he said.
"I live under escort. The supporters are part of the club but now they have overstepped the mark."
During his press conference on Monday, Lotita took a call from another angry fan.
"Who's there?" he said as he answered his phone. "It's a Lazio supporter," he revealed to reporters. "He says I should leave Lazio, as soon as possible.
"Why don't you say who is calling?" added Lotito before the fan hung up.
"It was Hernanes' decision to leave, so what could I do? He had an agreement with Inter. If he had stayed, he would have been unhappy," he continued.
"He would have stayed here unhappy until June, then gone off to the World Cup, then come back for a few months and left on a free transfer.
"If you want to leave, you've got to say so."
