The club legend led Chelsea to the fourth-place and the FA Cup final despite dealing with a transfer ban last summer.
Speaking to reporters on Wednesday, Rudiger noted the difference between Lampard and former Blues boss Antonio Conte.
"To be honest, he is not like [Antonio] Conte or someone who, when you lose games, will rant at you," he said.
"Of course, the coach is a bit quieter in the way that he says things. But the most important thing is that he gets to the point, and he does.
"We are all grown men and everyone can hear what the coach has said. I think he dealt very well with that pressure and kept us alive. Even if it went good or bad, he always kept us alive.
"For me, it is about the human being I am talking too. It is not only because someone wins titles. Of course, it can help because he is an open-minded coach and you can ask him about the times when he was playing.
"He knows the pressure and what the people want to see at this club. He knows about those pressure games, finals and everything."