The newly promoted side were dealt a difficult hand upon their return to the Premier League, having to face Arsenal and Man City, both away, within their first three games.
There was also a disappointing 1-0 defeat to Hull City in between them, leaving Coventry dead last with zero goals scored and five conceded.
Speaking to reporters after the game, Lampard explained how his side have improved since the opening day.
“We’re not playing Manchester City every week,” Lampard said.
“The Premier League is a high, high level and we’ll play different versions of quality against us.
“What’s more important to the players today is they take confidence out of the performance and we’re disappointed to lose, but in reflection there will be a lot of good taken out of it if we can use it in our mentality.
“Going to Arsenal two weeks ago felt very different, it felt like our first game for 25 years in the Premier League.
“Today felt like a competitive Premier League team coming with a clear idea and a threat, so we must take that forward.”
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