The Spanish player was driving through Rome at around 4.20am when he crashed into Ponte Flaminio. Tests proved that he was below the legal alcohol limit at the time, Corriere della Sera reported.
Although Daio walked away unhurt, his €200,000 Lamborghini Gallardo was damaged beyond repair.
L'attaccante della Lazio Keita si schianta con la Lamborghini contro un muro: giocatore illeso, auto distrutta! pic.twitter.com/vzPoIyBEym— Andrea Poma (@andypoma87) October 20, 2014
The accident saw the area closed to traffic until around 7.00am on Monday, Corriere said.
Daio’s crash comes days after speculation that the Lazio player could soon be on his way to the Premier League.
English side Liverpool is set to offer £15 million (€19 million) for Daio, just months after signing Italian Mario Balotelli, British media reported.