Victory for Jose Mourinho's side would have taken them eight points clear of City, and Kompany thinks that Lampard's first goal for the club could make a huge difference at the end of the campaign.
The Daily Mail quotes him as saying: "Ever since I've been at this club, seasons and big moments have been decided on small events like this so I will never under-estimate what it could mean to our season.
"He has such quality — the goal he scored is probably something you would have seen for the last 15 years in the Premier League.
"He is so clever, still extremely motivated and he has the experience to keep cool in vital moments."
City's defence of the League Cup gets underway when they host Sheffield Wednesday this week.