The Blues made it to the next round of the FA Cup after a 2-1 win against Championship side Hull City at the KC Stadium on Saturday.
The West Londoners could have been out of sight in the first half, but failed to make their chances count.
Speaking to BT Sport after the game, Lampard was not happy with Chelsea’s lack of killer instinct despite the win.
"The good news is we are in the hat,” the former Derby County manager said.
“The bad news is that it is a small example of our season. We had the game in our grasp and we play in nice patterns to finish them.”
“But when they don't come off you need to keep trying them. When we play well we are a good team but we don't finish the game. We caused our own problems.”
"It is a hard one. We work hard in front of goal and it is not coming off for us. It is going to define you.”
“I feel like a broken record. We have the larger share of possession and shots on goal but not making those count.”
"There is more goals to be had and control of the game. You can't bemoan your luck, such as a deflection with the Hull goal.”
“It is frustrating. We are making mistakes and allowing them to run two on two in the last few minutes.”
He added: "This is us. There are some players resting or injured back at the training ground. But this is the constant message from me.”
“If we can't accept these examples in front us. Newcastle was the same. Arsenal was the same. The message is clear.”
