Feferee Massimiliano Irrati halted the game in the 68th minute after racist taunts were aimed at the Senegalese centre-back, but the match resumed after three minutes following discussions with officials and the coaches.
Koulibaly took to Instagram to say thanks following the "ugly chants" and also praised the referee for his "courage".
"I thank my team mates, the public and our fans, who have been a great support against these ugly chants. I want to thank everyone for the messages of solidarity which I have received."
Lazio have since been fined €50,000 by Serie A's disciplinary tribunal and they will have to close three sections of the Olympic Stadium for their next two Serie A home games.
Napoli manager Maurizio Sarri "complemented" the referee after the game as "the situation was becoming embarrassing", but his Lazio counterpart Stefano Pioli had a different view on the incident.
"I would not have stopped the match," he said. "It was chanting from the minority, but I don’t think they were racist. We also have players of colour and they are treated well."