England have taken four points from the first two games of their World Cup qualifying campaign.
Lampard said: "Ukraine are no mugs at all, they're a good team, they've got wingers who are particularly good on the ball, they have experience in the team.
"It won't be an easy group, and Poland and Montenegro as well, will be teams that cause you problems. Poland and Montenegro have drawn already, and the group is pretty well balanced.
"Poland in the next away game will be very tough. But there is a need to be patient.
"It won't always click straight away. It won't always click anyway. This is international football you are talking about and these are difficult games.
"But with young players, experienced players, it's about trying to find the right blend.
"We can get excited about the win in Moldova, but you always have to keep your feet on the ground and understand it's a process of getting to where we want to be.
"Last night was another night in that process."