The Blues are at the top of the Premier League and have won all three of their Champions League games this season.
“It’s a massive season for a lot of players who are turning out for club and country, but I enjoy the pressure that brings,” Lampard told the Sunday Mirror.
“If you take that away from my game, I wouldn’t know what to do with myself. Pressure keeps you on your toes and it inspires you.
“It’s the same in any profession, really. If you want success you have to embrace pressure, not be burdened by it.
“At the moment everyone is on a high. Chelsea are doing well in their respective competitions and England’s qualification for the World Cup has given everyone a lift.
“The important thing, though, is that everyone keeps their feet firmly on the ground and doesn’t get carried away with the initial success.
“After all, we’ve won nothing yet and you are just one club, one country, competing to win just one trophy.”
He added: “I remember going away in the summer feeling sick to my stomach that Chelsea hadn’t won the Premier League or got into the Champions League Final.
“I wasn’t looking for excuses, but wanted to come back determined to put things right.
“As you get a little older you become wiser to failure. I think you cope better than you did when you were younger.
“It used to take me an age to get over it but although it tends to stick in your mind you do come to realise these things happen in football and you’re not always going to get your own way.
“You can’t expect to go through every campaign winning things. Sometimes it helps to switch off a bit and recharge your batteries.”
