The Blues faced a tricky fourth round fixture against Luton Town, but overcame the obstacle with a 3-1 win.
Lampard is pleased with the result and their improving form, considering recent Premier League results.
Asked about his thoughts, he told the club website: "That's three wins in four games, I'm happy to quote that one because in the modern day people will very much look at these short-term stats and they can be flipped in different directions.
"It's nice for us in the short-term that we have done that. You're talking about two cup games, a league game that we won and one that we lost and at a big club like Chelsea the scrutiny is normal.
"The good thing for us to do is not to get too caught up in how many games we won recently or where we're at in the table.
"When you're off it slightly, which we have been, the focus can only be on changing the form and I thought today the individual uplifts in form and the collective uplift in form was a big positive.
"So I'm very happy with that side."