Lampard lasted 18 months in the role before being sacked in January and replaced by Thomas Tuchel.
He told Gary Neville on the Overlap Podcast: "When I first had my first game for Chelsea and we lost to Man Utd 4-0 and we played well for 60 minutes and we got done on the counter and then bang, bang it was two, three, and it was four.
"At face value, it's 4-0, you can't defend it as a manager, you have to take it on the chin.
"Then we went to the Super Cup and lost to Liverpool, played well, lost on penalties.
"I was on the plane home on the way back from the game, a little bit disheartened and I got a voice note from him.
"Just saying that the way my team had played, he said "It was incredible, I loved watching it", really positive chat."
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