It is competition the Blues have won four of the past six seasons and the midfielder believes yesterday's win at Southampton was important, especially after the shock league defeat to rivals QPR.
"It was good because we have been playing very well and we have been on a run," Lampard said.
"The QPR game wasn't up to our standards. We were probably unfortunate that we didn't score in that game at some stage to make it a win but it wasn't as good as we can be.
"It was very important that we didn't go back into a mini slump like we did in November/December time.
"The reaction of the team today having gone 1-0 down, the teamwork and the confidence to get back into the game to take a clear lead was brilliant."