Knocked off top spot by Middlesbrough's 2-1 win against Ipswich on Friday, the Sky Blues did not have an easy ride at home to struggling Blackburn.
After a slow start, Victor Torp and Brandon Thomas-Asante scored in quick succession in the second-half to secure Coventry's fourth successive win.
"I think it was all credit to Blackburn in the first half. They came here with an aggressive organisation about them and were happy to be man-for-man pretty much all over the pitch," Lampard said.
"We made a bit of a tactical tweak at half-time to help the players. It was a good test for all of us, and even the fans, to understand that it's not always easy."
Stoke manager Mark Robins said Sorba Thomas got his "just reward" after the Wales international clinched a 1-0 win over Wrexham.
Thomas scored in the 36th minute when his cross from the left found its way into the net, taking his goal tally for the season to four since signing from Huddersfield in the summer.
Stoke's first win in five league games moved them up to third in the table.
"The goal probably typified the game because it was a bit scruffy at times, but we don't care, Sorba won't care," Robins said.
"I think it's just reward for his performance again. I'm really pleased with the three points."
Millwall boss Alex Neil fears Massimo Luongo faces a long spell on the sidelines after the Australian midfielder was stretchered off during the 2-1 win at his former club QPR.
Luongo suffered a knee injury on his return to Loftus Road, marring an otherwise excellent day for the sixth-placed Lions, who struck in the first half through Femi Azeez and Mihailo Ivanovic before Rumarn Burrell's late reply for QPR.
"He's planted his foot and turned and his knee went the opposite way. We'll get a scan on Monday and see how that looks. I'm disappointed for him," Neill said.
Fourth-placed Leicester were held to a 1-1 draw by Portsmouth at the King Power Stadium.
Mikey Johnston's first-half goal and an Isaac Price strike after the interval helped West Bromwich Albion move into fifth place with a 2-1 home win against Preston.