The Blues are not hiding the fact they want to improve in specific areas.
And Lampard says Chelsea players should embrace potential competition for places.
"If you want to be a Chelsea player and be in the Chelsea team and squad and fight for the Premier League, to fight in Europe and to fight for trophies you have to focus on yourself," Lampard told reporters, via Goal.
"At the moment, going into this season were 30-odd points off the top two last season. If you want that gap to close, you have to focus on yourself.
"If players come in, that should be the nature of the beast playing for Chelsea. It shouldn't be a problem for anyone.
"I feel today a huge inquest is not needed because of where we are at. The games are coming thick and fast, we're nearly at the end of the season.
"I will analyse the game myself certainly but for the players, the biggest thing is that they have to be positive and look to the next one.
"I know the feeling as a player. It was a horrible game for the players and none of the players played well. When you do that at a place like Sheffield United when they are playing well, it is a very difficult place to get anything out of it. I won't dwell on it this time and I will concentrate on the games ahead and the players will too."