Speaking after Coventry's draw but before Middlesbrough's surprise defeat, Lampard claimed his players were impacted by the weight of expectation on them, while Sheffield Wednesday could play without any sort of pressure.
"I think there's understandable elements to the game, there's a bit of tension to do that and a lot of the players are probably living this situation for the first time," Lampard said.
"When are you going to do it, the expectancy to do it, and maybe there was a small effect on the game. To not win when three points are there, you create the chances we did but without having the usual snappy sharpness we have at the top of the pitch makes it a bit frustrating.
"We obviously created enough to win the game but we didn't quite do it, and you have to credit the opposition for making it difficult for you. When a team has nothing to gain, they also have nothing to lose. I think they've got a manager that's very driven, trying to do his job as well as he possibly can, so they were always going to make it as difficult as they possibly could.
"Unfortunately we couldn't get the breakthrough even with the possession, the crosses and the chances that we had.
"We normally score here, we normally win games here, so we have to keep a bit of perspective. But specifically for the players, because I know there's a pressure and everyone wants to release the pressure by getting it done and now we have to move onto the next one."