Ukrainian striker Andriy Shevchenko struck twice for AC Milan as the European champions beat Lecce 3-0 in Serie A on Sunday.
Second half goals from Vincenzo Montella, Francesco Totti and Marco Delvecchio helped AS Roma to a comfortable 3-0 home win over struggling Ancona.
But Lazio needed a late equaliser from Stefano Fiore to take a 2-2 draw from their trip to lowly Empoli.
Milan and Roma join Juventus at the top of the standings on 10 points each after four games.
On Saturday, champions Juventus won 2-0 at Reggina while Inter Milan were held to a goalless draw at Udinese.
With Filippo Inzaghi sidelined through injury the pressure was on Shevchenko, partnered by Danish striker Jon Dahl Tomasson, to deliver the firepower for Carlo Ancelotti's side and he responded in style.
The Ukrainian put Milan in front in the 21st minute when, after Rui Costa's shot had come out off the post, Shevchenko stroked home a low cross from Cafu.
The former Dynamo Kiev striker doubled the advantage in the 69th minute with a superb solo strike.
Picking the ball up on the edge of the area, Shevchenko jinked his way past three challenges before firing into the bottom corner at the near post for his fifth goal in four games.
Shevchenko also had a hand in Milan's third, picking out Kaka with a floated ball across the Lecce area and the Brazilian's lob over goalkeeper Marco Amelia was turned in from close-range by Tomasson.
INSPIRED CHANGE
Roma coach Fabio Capello can take much of the credit for his team's fine second half performance against Ancona, which ensured their third win in four games.
After a frustrating opening 45 minutes, Capello brought on Greek defender Traianos Dellas and striker Vincenzo Montella with the latter providing the breakthrough just three minutes after the restart.
Totti eased the pressure with Roma's second in the 78th minute -- driving home from the edge of the area after an intelligent free-kick from the impressive Brazilian full-back Mancini.
Two substitutes combined for the third when Marco Delvecchio headed in a cross from Dellas, four minutes from the end, to complete another impressive display from Roma.
PROBLEMS
Empoli had picked up just a point from their opening three games but they caused plenty of problems for Roberto Mancini's Lazio.
Serbian Dejan Stankovic fired Lazio into a 38th minute lead with a shot from the edge of the Empoli area which took a slight deflection.
But Empoli were a different side after the interval and deservedly drew level in the 74th minuten when Italy international Antonio Di Natale lobbed the advancing Lazio keeper Angelo Peruzzi after racing on to a long ball.
Three minutes later, Empoli took the lead when Di Natale turned provider with a beautiful through ball which Francesco Tavano blasted past Peruzzi.
The Tuscan side looked poised for their first win of the season until three minutes from the end when Stefano Fiore converted after being put in on goal by a delightful back-heeled pass from Simone Inzaghi.
Parma needed a 79th minute equaliser from Brazilian Adriano to give them a 1-1 draw at home to Siena, while Sampdoria scored twice inside the last three minutes to beat Brescia 2-1.
Andrea Zanchetta scored twice for Chievo, including a stunning 30-metre free-kick, as the Verona side crushed Perugia 4-1.
