The Blues were defeated 4-0 by United at Old Trafford, with Lampard coming under some criticism for his team selection.
Speaking to talkSPORT, Melchiot said: "I thought they started the game really well.
"When you go to Old Trafford it's always tricky, but I felt Chelsea were in control in the first 15 or 20 minutes.
"Of course, when the penalty happens, it changed the whole game. It's too early in the season to start talking.