The Blades hammered the top four aspirants 4-0 at Bramall Lane.
Lampard said, "I certainly feel like there's not a huge inquest needed because of where we're at.
"The games are coming quickly, we're nearly at the end of the season. I will certainly analyse the game myself but for the players the biggest thing for them is to be positive and look to the next one.
"I know the feeling as a player, it was a horrible game for the players. None of our players played well. When you do that at a place like Sheffield United and they're playing well it's very difficult to get anything out of it. We didn't. I won't dwell on that this time and I'll concentrate on the games ahead and the players will too."
However, Lampard insists it isn't time to throw everything away.
"Clearly I didn't like the performance. I don't know where it was on the scale, but it was certainly one of our worst days of the season in terms of the performance. You get what you deserve on that front.
"Defensively, we need to absolutely focus on the games ahead. I would love to have the consistency in the back four, the back two, the back three, whatever you want to call it, that you pick. That's what you strive for, but unfortunately this season at times we've made mistakes and individual errors.
"You don't want to concede that amount of goals. There's many reasons when you look through the season at those goals. Sometimes I bemoan that we don't score enough, that gives you the nature of feeling comfort in games and nervousness can sometimes create problems that can lead to goals but we know we've made far too many errors in terms of giving goals away and that is something we need to absolutely address.
"That's the position we're in. The only way out of it is hard work by the individuals involved, to get through this season, to try and be as successful as we can, because we're still in a good position considering probably a lot of expectations at the start of the season, and then we'll look forward."