Olivier Giroud headed the Blues in front at home to Aston Villa on Monday only for Anwar El Ghazi's volley to rescue a draw which leaves Chelsea sixth in the Premier League, with just one win in five games.
James, who sat out the 1-1 draw as he nurses a knee injury, claimed Chelsea's "big name" signings just need time to "adapt to a new style of football" and their "new lives".
And he is staggered some Chelsea supporters are losing patience with Lampard only 17 months into his reign.
Hitting out on Instagram, James said: "Another 2 points dropped tonight, it's obviously tough to take but we will get there.
"I feel for Frank because a lot of people are putting him under pressure.
"But what people aren't remembering is that we are in a rebuild and the big names that have come in are just adapting to a new style of football, new language, new team mates and many other things going on in their new lives.
"It will come but what we can do as fans is support our players and coaching staff and stop giving them stick just when we don't win 5-0 every week, come on guys seriously.
"Come on, get behind our club, we want to win the league, we want to win the Champions League.
"These things will come in the future if we play our part in supporting our players and welcoming the new ones.
"For sure i'm backing Frank all the way. Up the Chels, time will tell guys, get behind them!!"