The Blues have recorded only one win out of their opening three Premier League games and were dumped out of the Carabao Cup by London rivals Tottenham Hotspur earlier this week.
After a scrambling 3-3 draw against West Bromwich Albion last weekend at the Hawthorns, the English coach was asked about the importance of Chelsea’s early kick-off clash against the Eagles.
“It's important, but as important as every game is," said Lampard.
"Brighton was tough, we have lost to the champions and then clear mistakes at West Brom.
"There is clear perspective of the first three games and we are getting more settled.
"We will attack the game with confidence and a desire to win, like with every game.”
Mason Mount missed a penalty as Chelsea lost 5-4 on penalties against Jose Mourinho’s men on Tuesday.
Lampard has revealed that the players are rallying behind Mount and insists his compatriot has his full support.
"Everyone rallied around Mason, like they would with any in the team," the former Derby County boss added.
"He didn't let us down, it's been the opposite since he has been with us. He will play many games of high importance and he has our full support.”