The Lazio captain scored from a sharp angle after getting around the goalkeeper late in the first half at the Stadio Olimpico.
Lazio moved into second place in Group E with seven points.
Atletico Madrid tops the group with eight points after routing Celtic 6-0.
Dutch champion Feyenoord still has a chance in third with six points, while Celtic trails with one point.
The 33-year-old Immobile continues to be linked with a possible move to Saudi Arabia.
Feyenoord defender Bart Nieuwkoop was carried off on a stretcher with an apparent head injury following a collision in the first half.
AP soccer: https://apnews.com/hub/Soccer
The Associated Press