Lampard passed on penalty-taking duties to allow the forward to net his third.
"It's a good present. Without the team I'm nothing," said Hazard.
"I just want to say thank you. Thank you, Lamps, for the penalty, because normally it's for him.
"I just said 'if you want it, take it, I don't care'. He said 'no, no'.
"(It is) my first hat-trick in the Premier League. I hope I can do the same another day. I work for that."