Chelsea players are devastated over the manner of their Champions League exit last night.
"We are disappointed we could not take the extra chances but that is football and in the end we have been kicked in the teeth."
Lampard defended the actions of some of his team-mates - who vehemently protested with referee Tom Henning Ovrebo, who they feel got a number of decisions wrong during the match - including up to five penalty claims.
"When there is at least three clean penalties not given I don't think you expect people just to walk off the pitch," he said.
"And I don't think too many questions should be asked (about the protestations)."
"It is a big disappointment the way we went out as the team and played fantastically well, tactically," he told Sky Sports. "We had plenty of chances."
He was also adamant the referee got a number of decisions wrong.
"Everyone saw there were a lot of decisions not right," he said.
"There is a point where you can speak about one or two, but there were four or five in the box - at this level Champions League semi-final - I don't know if you have to accept it."