The Indy Racing League veteran led all 67 laps from the pole in Saturday's True Value International Race of Champions event at Chicagoland Speedway.
IROC pits drivers from all circuits in identical stock-style cars, which gives NASCAR Winston Cup and Busch Grand National series drivers a bit of an advantage. But that did not seem to bother Lazier, the 1996 Indianapolis 500 winner and 2000 IRL champion.
It was Lazier's first career IROC victory and the first time an open-wheel racer has won an IROC race since Eddie Cheever at Michigan in June 2000.
Lazier's victory also marked the first time a driver led every lap of an IROC race since Mark Martin did it at Charlotte in 1996.
"I'm still kind of in a state of shock," Lazier said. "I still can't believe it. Every five laps I was saying a little prayer.
"Starting up front, I had the feeling that it was going to be a big advantage to have clean air. I had it in the back of my mind to really hammer down hard at the beginning when I had clean air with the hope of keeping the lead. It all worked, it was beautiful."
Al Unser, Jr. was second and Helio Castroneves third, giving the IRL a 1-2-3 sweep. The last time Indy car drivers finished in the top three in an IROC race was in 1996 at Talladega Speedway, when Unser, Robby Gordon and Scott Pruett did it.
"I guess we rock," joked Castroneves, the two-time Indianapolis 500 winner.
"I think it's a testament to us," said Lazier. "A lot of the drivers like myself were down here practicing. We put in a lot of hours. All I can say is that the line I run in my IRL car was what enabled me to maintain my pace in the second half of the race."
Unser avoided response to a question regarding his arrest early Tuesday in Indianapolis involving alleged domestic violence against his girlfriend. Charges are pending in Indianapolis.
"It's in the hands of the authorities in Indianapolis and I can't make any comments," Unser said.