Manchester United great Rooney is currently caretaker manager at Derby after Phillip Cocu left the club.
“Do it, go for it, although you have to do it with everything you've got. It's not a job where you can say, 'Ah, I'll see how it goes'. You have to throw yourself into it," Lampard told The Athletic.
“The first day I walked into Derby, I was s***ting myself. I really was. It came upon me so quickly. I met Mel Morris, the owner. I was offered the job which was a big leap for him and a big leap for me.
“I'd played against a lot of the players. I played with some of them for my country. It's how you package that first meeting, that first training session, of what you want to be. It's so important. I had all those worries.
“What I was determined to do was to listen and learn — from everybody. I watch you and Wrighty (Ian Wright) and Gary (Lineker) on Match of the Day.
“There will be times when something's said I don't like and it gets your back up. Maybe we've been dug out because we can't defend set pieces, so the next day I go into work and say quietly, 'I want to have a look at set pieces one more time!'
“I like listening to other managers, podcasts of other coaches. If I can take bits from that, I will. You've got to be yourself, but you can still suck all that stuff in."