Chelsea started the better of the two sides and even took the lead 10 minutes before half-time through Lampard.
However, Brighton hit back just two minutes later when Vicente calmly slotted home from inside the penalty area.
The home side then took the lead on 44 minutes through Ashley Barnes, who struck home from close range.
The half-time whistle blew with Chelsea 2-1 down to the the Championship side.
The second half began with Chelsea enjoying plenty of possession without threatening the Seagulls' goal.
David Luiz and Hazard had efforts for the European champions, though nothing troubled the Brighton defence too much.
Brighton then added a third goal in the 89th minute to seal an impressive win.
The defeat was Chelsea's third in a row during their pre-season preparations.