A Loday-Pirashvili module over a Lie algebra g is a Lie algebra object G X − → g in the category of linear maps, or equivalently, a g-module G which admits a g-equivariant linear map X : G → g. In this note, we introduce the notion of dg Loday-Pirashvili modules over Lie algebras, which is a generalization of Loday-Pirashvili modules in a natural way, and establish several equivalent characterizations of dg Loday-Pirashvili modules. In short, a dg Loday-Pirashvili module is a nonnegative and bounded dg g-module V together with a weak morphism of dg g-modules α : V g. Such dg Loday-Pirashvili modules can be characterized through dg derivations, which in turn allows us to calculate the associated twisted Atiyah classes. By applying the Kapranov functor to the dg derivation arising from a dg Loday-Pirashvili module (V, α), we obtain a Leibniz∞[1] algebra structure on ∧ • g ∨ ⊗ V [1] whose binary bracket is the twisted Atiyah cocycle. Finally, we apply this machinery to a natural type of dg Loday-Pirashvili modules stemming from Lie algebra pairs.