The Blues run out 3-1 winners in their opening Premier League game of the 2020/2021 season, with Jorginho, Reece James and Kurt Zouma all on target.
Kepa, who has come in for criticism with his performances, was at fault for Brighton’s equaliser, conceding his 19th goal from outside the box since making his top flight debut in August 2018, which is the most by any Premier League goalkeeper in that time.
Chelsea are in the market for a new goalkeeper and are set to conclude a £20m deal for Rennes goalkeeper Edouard Mendy in the coming days.
Lampard was nonetheless satisfied with Kepa’s performance and backed his goalkeeper in his post-match reaction.
"I'm very happy with Kepa," he told Sky Sports. "With the shot, I'm not sure if he could have done any better but I saw a bit more confidence in how he was playing.
"I'm happy with him, Kepa's here, he's our keeper and I'm happy with him. If we are bringing in competition, it'll be competition. That's the nature of Chelsea. That goes throughout the squad so we'll see."
Chelsea will host champions Liverpool in their next game on Sunday.