The Blues have already made moves in the transfer market to sign Ajax winger Hakim Ziyech - who began training with his new team at their Cobham training complex this week - and Germany international Timo Werner from RB Leipzig.
Lampard has also been linked with potential swoops for Bayer Leverkusen starlet Kai Havertz, West Ham captain Declan Rice and Leicester City defender Ben Chilwell.
The need for more defensive reinforcements was highlighted after costly mistakes in the dismal 3-0 defeat by Sheffield United, with Chelsea now conceding 49 goals in 35 league games.
And the 41-year-old has challenged his players to concentrate on improving themselves, adding that it is normal for a club of Chelsea's stature to recruit new players.
"If you want to be a Chelsea player and be in the Chelsea team and squad and fight for the Premier League, to fight in Europe and to fight for trophies you have to focus on yourself," Lampard told reporters via video chat.
"At the moment, going into this season we are 30-odd points off the top two last season. If you want that gap to close, you have to focus on yourself.
"If players come in, that should be the nature of the beast playing for Chelsea. It shouldn’t be a problem for anyone."