Neville blasted Alonso after the Spaniard failed to track back in the build-up to West Ham's late winner on Wednesday night.
"They [full-backs] have a responsibility to do both [attack and defend] and that's important," Lampard said. "It's not easy with isolated slatings – it's much easier to comment from afar.
"We do try and play football. We do try and be progressive but we don't do that at the idea of wanting to concede goals. And recovery runs are a huge part of football and the players must do them whether they are the first minutes or the 90th minute.
"So I don't think it's quite fair to look at Marcos in that isolated incident. Yes, he can recover, we can recover better as a team but that has to be something fundamental to the team. The players have to have the desire to run backwards as much as they run fast forwards.
"And sometimes you have to have the desire to make the difficult runs, whatever they may be to help the team. I can't complain about that with the team this year but if you isolate one goal that is so crucial because it wins the points, fair enough. But I know with my players that generally we have a desire to press very well off the ball and when goes beyond us we will recover and get there.
"It's a game where we slipped up, not just that mistake but other mistakes and lost the game for it."