The Blues came under fire a fortnight ago after they threw away the lead to lose their opening match of Group E 2-1 to Basel at Stamford Bridge.
While he is far from panicking, Lampard feels that the Blues need to put that result behind them and put things right in the table, starting with their trip to Bucuresti.
"We did not perform well and we lost the game, that's what happens in football," Lampard said in a press conference "We have five games left in the group so there's five games for us to put it right.
"I really believe in the squad we have got, the young players we have at Chelsea. It is important for everyone to take on board the manager's ideas. I have a lot of respect for him. He has shown how good he is not just at Chelsea but at all his other clubs.
"We are an experienced team, an experienced squad. Even so you can not afford to underestimate any team in the Champions League. The first game showed that and it's left us needing to win games, starting tomorrow night."
Lampard will make his 93rd appearance in the Champions League should he play on Tuesday.