While he is more than familiar with the competition through his playing days, Lampard will lead out his Blues side in the group stages for the first time.
Speaking about the win and the Champions League, Lampard said to reporters: "It's certainly a good feeling to see the team play the way they did.
"We need more clean sheets, that's something we continually need to work on.
"But, yeah - the Champions League. It is the top club competition in world football and I'm sure Mason and Tammy and Tomori are all excited for it.
"All the players should be, all players love the Champions League - and I'm looking forward to my debut as a manager."