The Blues scored twice before halftime through Timo Werner, who took over the spot-kick duties from Jorginho, before Tammy Abraham scored Chelsea’s third five minutes after the break to send Lampard’s men top of Group H.
In an interview with the media after the game, the former Derby County manager insisted his side deserved to beat Rennes.
"I think we deserved that. The red card and penalty to 2-0 makes it easier,” Lampard said.
“We kept the ball moving early in the second half, there were professional elements to our performance today. They were tough opposition and we won pretty well.
Lampard revealed he spoke with Jorginho, who has missed two penalties this season, to allow Werner to take over the spot-kick duties.
"It was not an easy decision (on penalty taker) because Jorginho has been pretty faultless. He had missed two recently and Timo came in and scored. I had a word with Jorghino and his answer was perfect, he said he didn't mind who came in to take them he just wanted to score. Timo came in and scored so I am happy,” he added.
"I am pleased I got some players to rest and pleased for some to get minutes. It ticked a lot of boxes for us."
Chelsea have kept five consecutive clean sheets for the first time since October 2010, whilst they last started a Champions League campaign with three-straight clean sheets in 2009-10.