Preheat oven to 400° degrees F. Line a large baking sheet with parchment paper or aluminum foil.
Place asparagus in a single layer onto the prepared baking sheet. Drizzle with olive oil then season with salt and pepper. Bake 10 minutes, or until tender but crisp.
Squeeze fresh lemon juice over the asparagus then sprinkle Parmesan cheese evenly over the top. Serve immediately and enjoy!