Tudor was in charge at the Serie A club since March when he replaced Thiago Motta in the role.
Juventus are currently eighth in the Serie A standings while the 1-0 loss against Lazio was their third consecutive defeat in all competitions.
"The club thanks Igor Tudor and his entire staff for their professionalism and dedication over the past few months and wishes them all the best for their future careers," a Juventus statement read.
The club added that Massimiliano Brambilla will take charge of the side for their league fixture against Udinese on Wednesday.
Juventus are also 25th in the Champions League group stage table, having lost once and drawn twice in their opening three matches.
Bournemouth continued their perfect start to the Europa League league phase with a 3-0 victory over AC Milan, while Crystal Palace drew 2-2 with Besiktas in Istanbul and Juventus were held by Rennes by the same scoreline on Thursday.
Juventus have reportedly kept Brahim Diaz on their radar despite the Morocco international turning down a move to Turin during the recent transfer window.
Jonathan David believes a change of environment has helped him make a flying start to life at Atletico Madrid.
Juventus goalkeeper Kamil Grabara has undergone knee surgery after suffering an anterior cruciate ligament injury during training, with the Polish international expected to spend several months on the sidelines.
