Chelsea will be facing Valencia later today without three key players in the squad.
The Blues will be without the injured Callum Hudson-Odoi, while Ross Barkley and Antonio Rudiger have not travelled despite returning to training.
Lampard says Rudiger, who has been sidelined since he was substituted in the 5-2 Premier League win at Wolves on 14 September, is still working towards fitness after undergoing surgery on an issue with his pelvis.
He also says their Champions League game in Valencia is a “must not lose” game rather than a “must win”.
Lampard’s side are second in Group H and will qualify if they win.
Chelsea lost 1-0 at home to Valencia in their opening game but Lampard says the defeat has “put us in this position and brought a sort of knockout football”.
“We were the better team but the lesson was, if you sleep for one moment then you get punished,” said Lampard.
“It’s a big test but we do not mind that.”