Lazio move up to third in Serie A
Both sides finished a bad-tempered clash with 10 men as Serb Milinkovic-Savic scored a brace, opening the score with a curler after seven minutes and adding a second after the break to bring his tally to 11 goals this season.
Immobile stepped up to slot home a penalty after half an hour to give him six goals in Lazio's last three games -- 32 this season and a league leading 23 in Serie A.
"I'm sure he'll win the Golden Boot, he deserves it for how he works every day," said coach Simone Inzaghi of Immobile.
"The important thing is that we continue to perform like today.
"We had played three games in a week, now we have three more. We have little time to recover, but when you have goals fatigue in your head disappears faster."
The win saw Lazio overtake Inter Milan, who had moved third with a 2-0 win over bottom club Benevento in the San Siro on Saturday.
Roma can reclaim third position later on Sunday when they host AC Milan, who are seventh.
Leaders Napoli, 14 points ahead of Lazio, travel to Cagliari on Monday with champions Juventus, one point off top spot in second, hosting Atalanta later on Sunday.
Stefan de Vrij, Marco Parolo and Luis Alberto all started on the bench for Lazio ahead of next week's Italian Cup semi-final, second leg clash against AC Milan in Rome.
Lazio took the lead when Milinkovic-Savic -- who has been linked with a move to Manchester United -- picked up a Felipe Anderson cross and curled home courtesy of a slight deviation of Sassuolo midfielder Luca Mazzitelli.
Lazio doubled their lead amid controversy, with a penalty awarded following consultation with the video assistant referee (VAR) after the ball struck Federico Peluso's hand.
Immobile stepped up and made no mistake.
The 28-year-old scored a double last week to get Lazio back to winning ways after a three-match losing streak, and hit a hat-trick in a 5-1 rout of Steaua Bucharest in Europa League action on Thursday.
Khouma Babacar missed a chance to pull one back for Sassuolo before the break, with the hosts' penalty appeals after Matteo Politano was brought down on the edge of the box going unheeded.
- Tempers flare -
Two minutes after the break Milinkovic-Savic added his second, again off a Felipe Anderson cross.
Both sides played the final half an hour with 10 men as tempers flared with Domenico Berardi and Adam Marusic both shown straight red cards after consultation with the VAR.
Berardi was sent off for a bad tackle on Stefan Radu while Marusic saw red for elbowing Brazilian defender Rogerio.
Sassuolo are now just three points above the relegation zone.
Elsewhere, Sampdoria continued their push for Europe with a 2-1 win over Udinese to move three points ahead of AC Milan.
Fiorentina got their second win in two months with Cristiano Biraghi scoring the only goal agaisnt Chievo, and Verona ended their three-match losing streak 2-1 at home to Torino thanks to a Mattia Valoti double.
In the battle against relegation, SPAL snatched a 3-2 win at Crotone to close the gap between the pair to one point.
Ante Budimir scored both Crotone's goals in the second half but his side fell to their second consecutive defeat to a side in the bottom three after last week's reverse against Benevento by the same scoreline.
Crotone are 17th, just ahead of SPAL.