Lampard told ITV4: "It was a difficult night. Schalke are a good team with big crowd behind them.
"There are times when you've got to come away and get a point."
Blues keeper Petr Cech was taken off at half-time after sustaining what looked like a shin injury in the first half.
But Chelsea manager Avram Grant had no update on the Czech international.
He said: "All that I know is that he couldn't continue and we need to wait and see."