Exhibit 99(J)

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

We consent to the incorporation by reference in this Post-Effective Amendment No. 106 to Registration Statement No. 33-40682 on Form N-1A of our reports dated February 28, 2015 relating to the financial statements and financial highlights of certain portfolios constituting The Lazard Funds, Inc. (the “Fund”), listed in Appendix A, appearing in the Annual Report on Form N-CSR of the Fund for the year ended December 31, 2014, and to the references to us under the headings “Financial Highlights” in the Prospectus and “Counsel and Independent Registered Public Accounting Firm” in the Statement of Additional Information, which are part of such Registration Statement.

/s/ Deloitte & Touche LLP

New York, NY

April 28, 2015

Appendix A

The Lazard Funds, Inc. Portfolios

Lazard US Corporate Income Portfolio

Lazard US Short Duration Fixed Income Portfolio

Lazard Global Fixed Income Portfolio

Lazard Capital Allocator Opportunistic Strategies Portfolio

Lazard Global Listed Infrastructure Portfolio

Lazard US Realty Income Portfolio

Lazard US Realty Equity Portfolio

Lazard Global Realty Equity Portfolio

Lazard Fundamental Long/Short Portfolio

Lazard Master Alternatives Portfolio

Lazard Enhanced Opportunities Portfolio

Lazard Emerging Markets Equity Portfolio

Lazard Emerging Markets Core Equity Portfolio

Lazard Developing Markets Equity Portfolio

Lazard Emerging Markets Equity Blend Portfolio

Lazard Emerging Markets Multi Asset Portfolio

Lazard Emerging Markets Debt Portfolio

Lazard Emerging Markets Income Portfolio

Lazard Explorer Total Return Portfolio

Lazard US Equity Concentrated Portfolio

Lazard US Strategic Equity Portfolio

Lazard US Small Cap Equity Growth Portfolio

Lazard US Mid Cap Equity Portfolio

Lazard US Small-Mid Cap Equity Portfolio

Lazard International Equity Portfolio

Lazard International Equity Concentrated Portfolio

Lazard International Equity Select Portfolio

Lazard International Strategic Equity Portfolio

Lazard International Small Cap Equity Portfolio

Lazard Global Equity Select Portfolio

Lazard Global Strategic Equity Portfolio