Trim woody ends off the asparagus. Cut what remains of stalks in half. Place asparagus on a rimmed baking sheet.
Roll lemon on counter while pressing down with your hand. Cut the lemon in half. Squeeze half of the lemon over the asparagus. Pour olive oil over the asparagus. Season with salt and pepper. Toss the asparagus to coat evenly.
Bake in preheated oven for 15-20 minutes, until tender but not soggy. Taste and squeeze remaining lemon over the cooked asparagus if desired.