The Blues recorded their first home league win under Lampard on Saturday with a 2-0 win over Brighton and Hove Albion.
Chelsea dominated for large portions of the game but were only able to break the deadlock after the break through a Jorginho penalty before Willian himself sealed all three points with his first league goal since January.
The Brazilian, who has inherited Eden Hazard’s number 10 jersey, has implored his teammates to make the most of the chances they create after Chelsea were guilty of squandering a number of opportunities before the breakthrough arrived.
"The game could have been 3-0 or 4-0," he told the club's official website. "In the first half we created a lot of chances and I think we have to be more clinical.
"We cannot miss chances like this and we have to now think about the next game.
"We needed [the win]. We have been working hard every day, every game and this time we finally got the result, got the three points at home and we have to carry on. We have to continue in the same way."
Chelsea also kept their first clean sheet of the season on Saturday, and Willian wants to keep that momentum ahead of their upcoming games.
"The clean sheet means we get confidence now. We will have more confidence in the next games and we have to carry on the same way,” the former Shakhtar Donetsk forward added.
"If we want to stay at the top end of the table we have to win points and win games, so we go for it. We have to keep pushing and working hard, and I think we can do that."
