Tottenham were among the clubs interested in offering him a lifeline in the last window, with the 27-year-old having not appeared for the Blues this season.
He stayed, however, and is now going to have to impress Lampard in training to get minutes.
"Every player can play his way into the XI, the squad," Lampard said when asked about Rudiger, who has not appeared in a squad since the season's opening day.
"That's in every players' hands. The things I do are for the best of the team and the club. The players know that. The beauty of the window now being shut is we can get to work, we know what the squad is. Toni is the same as every other player on that one."
Lampard was pleased to see Ziyech get some minutes for Morocco during the international break, and said: "We brought Hakim here what feels like a long time ago.
"He's been fantastic in terms of professionalism, to get fit. I'm excited to get him in and around, for what we brought him to the club for."