It was suggested in the press on Friday that Kepa would seek a move away this summer after losing his No1 status to Willy Caballero.
But Lampard said, "My relationship is fine.
"I have 20 or so players to keep happy but I can't keep them all happy at the same time so all I expect is professionalism in training, which Kepa has shown.
"Every player is in control of their own destiny with how they train and how they turn up every day. Kepa is training well but so is Willy Caballero, who's also been playing pretty well and made some really good saves against Bayern Munich. I have competition there so I will decide as we go."