Lazio fails to keep pace in Euro hunt
Ballardini replaced the sacked Stefano Pioli on Wednesday and immediately steered Bologna to only its second point in five matches.
Lazio, which beat Inter Milan 1-0 in Edy Reja's first match in charge, had the best chance of the match in the 70th minute when talented teen Keita Balde picked out Antonio Candreva but his cross was blasted over the bar by Miroslav Klose from six yards.
Both sides struggled to carve out opportunities and Bologna's only real chance came following a well-worked team move, but Lazio goalkeeper Etrit Berisha did well to keep out Rolando Bianchi's back-heeled flick.
Earlier, Parma beat Livorno 3-0.