Preheat oven to 425 degrees F.
Place the asparagus into a mixing bowl, and drizzle with the olive oil. Toss to coat the spears, then sprinkle salt and pepper. Arrange the asparagus onto a baking sheet in a single layer.
Bake in the preheated oven until just tender, 12 to 15 minutes depending on thickness (until fork easily punctures thickest part of stem). Sprinkle with lemon juice just before serving.