Lampard felt his players were spent after the emotions from last week's victory over Crystal Palace - which saw them stay up.
Despite the obvious disappointment, Lampard insists he could not be overly critical of his players afterwards.
"Probably the recovery from Thursday - it was difficult for us," said Lampard, when asked about the reasons for the loss.
"It was a big night, the players were tired because everybody at the Club gave it everything [on Thursday]. We had a bit of a body count [beforehand]. We were suffering - players playing with knocks and tiredness levels from the past month, where the Club has given everything.
"We were in the game in the first half - we had some chances - and, at half-time, I fancied us to maybe create a bit more in the second half.
"They should have had belief [going into the second half]. We weren't playing so well, we should play here more - we had a bit of freedom. We didn't do that much. I thought we could be much braver on the ball and play a little bit better.
"The third goal, which is disappointing for us... We conceded three goals from set pieces today and when you do that you know your backs are going to be against the wall pretty much to get results.
"But we found it a struggle for various reasons and I can't complain too much because the players have given so much.
"It was just that one game a bit far, we knew we were safe and that probably reflects in the result."
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