The Dane says Lampard's playing style has been embraced by the squad.
Christensen told chelseafc.com: "It's been good. I know all of the new coaches. I trained alongside the boss a fair bit. My last season with Dermot [Drummy] with the Under-23s, Jody [Morris] was joining in at that time. Joe [Edwards] I'd had from the youth team. Chris Jones has obviously been here recently.
"People are enjoying a lot of the football we are trying to play, a possession game, me included. We are trying to get fit and we are getting there, but at the same time we want to play football. It has been about getting fit and now we start to get the results and really see how we are going to play.
"It is still pre-season, but in our minds we have to now be at the level we want to be at for the start of the league. It's going to be exciting to see where we're at."