Against Ukraine, Lampard held his nerve to score from the spot for the second successive match and move level with Manchester United legend Bryan Robson on 26 goals for his country.
He said: "I am proud to equal Bryan Robson's record but was more pleased to see it hit the back of the net to gain us a point really.
"There were only five or six minutes to go and I knew the importance of it.
"Someone has to take the penalties and I've got experience of taking them at that point in a game.
"They are never easy and I was pleased to score, especially having taken one only a few days ago, because you know keepers watch every penalty you take now. That puts more pressure on."