The Blues ran riot at Stamford Bridge as the Blades’ wait for their first win of the season continues.
David McGoldrick stunned the hosts to put Chris Wilder’s men ahead inside the opening nine minutes but Chelsea got their deserved equalizer in the 23rd minute when Tammy Abraham bundled home a Mateo Kovacic cutback.
Lampard’s men went ahead inside 37 minutes through Ben Chilwell when he met a sumptuous cross from Hakim Ziyech.
Sheffield were able to contain Chelsea’s attack for vast majority of the second half until defender Thiago Silva headed home another cross from Ziyech, before Timo Werner got his fourth Premier League goal of the season three minutes later.
Speaking to the media after the game Lampard praised the reaction of his men after going down by a goal.
“Sheffield United are a really strong team. They are really good at putting you under pressure. We didn't deal with it brilliantly but the reaction from the team for the rest of the game was spot on,” the Englishman said.
"It's something we have to get consistently better at. Everybody expected it to come on day one of the season but it doesn't. We saw a lot of it today against a difficult team. Great signs so let's keep going.
Ziyech was at the heart of every Chelsea attack throughout the game, and Lampard insists he has always known the quality of the Morocco international.
"We played against [Hakim Ziyech] in the Champions League last year. He's a top class player,” he added.
He impresses you even more when you work with him. The Dutch league finished a long time ago then he had an injury so to hit the ground running like he has had been remarkable. He will be a big player for us.
“I need players who can come in and lift the level. That's hard. The midfield were great with their driving runs.
"We are third. Now we are seeing some of the work. Some of the work today was really encouraging for me to see those signs. I am the first to keep my feet on the ground. Every game is challenging.
"The players are the ones who deliver and deserve that first credit. They were amazing, all of them today. The balance of the team was good and it's nice to see. We must continue. I really enjoyed watching it but I know how football is."