Since taking the Coventry job in November, former Chelsea boss Lampard has lifted the club from 17th to fifth in the Championship table.
Coventry will now play fourth-placed Sunderland in the two-legged play-off semi-final after beating Middlesbrough 2-0 at home on Saturday.
"We came in at 17th in November, so firstly I thank my staff because when you come in you want to make quick impact. Every day they work, support, they're good at things that I'm not so good at and all those things," Lampard told talkSPORT on Saturday.
"And then existing staff and players, to do the uplift from 17th to come fifth and get to the play-offs, it's a big achievement.
"But it's only a start, we're not over-celebrating here, we're saying thanks to the fans because they support us all season. To make those strides as a club, I think everyone should be happy tonight."
The 46-year-old former Chelsea and England midfielder also had some kind words for his predecessor Mark Robins, who was the third-longest-serving manager in the top four divisions of English football before being sacked in November.
Robins had returned to Coventry for a second spell in 2017 and led them from League Two to the Championship.
In 2023, he took Coventry to the Championship play-off final where they lost to Luton Town on penalties and they missed out on an FA Cup final place when they were beaten by Manchester United in a shootout after a stunning fightback from 3-0 down.
"Credit to Mike Robins because what he's done here is build the club up and do things that I can never do here from League Two up here and play a final and FA Cup semi-final. Full respect to that," Lampard said.
Coventry host Sunderland in the first leg on Friday, with the second leg taking place on May 13th.