Lampard felt they had the chances to force a draw on Saturday.
“I thought we should have got a draw at the end of the game," said Lampard.
“We had two or three really good chances late on.
“When we were set defensively and organised, I don't think they gave us huge problems. When we gave the ball away, in a couple of transitions, they scored two goals – and that's the reality of Premier League football.
“You can't make those mistakes and give the ball away because when you're open, you can get punished for that.
“At the end, the spirit was good and you come away with a bad feeling that you didn't get a point out of it."
Lampard started the game without a recognised centre-forward.
He continued: “Without a genuine focal point, the necessity is that the three players up there have to be really active and mobile," continued Lampard.
“They have to run in behind and be strong when they get balls into feet.
“We're not the only team [to use a 'false-nine'] – it's very common now in the Premier League and elsewhere that sides play without absolute focal points.
“It's been put on us a little bit but, at the same time, we were short up there in the first half.
“In the second half we were much better and you saw the threat straight away.
“We were more active in our play. But, of course, when you don't have that focal point, sometimes it can make you less of a threat. It's something we're obviously looking at."