Chelsea lost 1-0 to Corinthians in the final on Sunday, having also been beaten in the FA Community Shield and UEFA Super Cup at the start of the season.
Lampard has now suggested one possible reason for their failure to land any silverware this term, saying there have been 'quite a few circumstances'.
A number of new players arrived at Stamford Bridge in the summer, while Rafael Benitez only recently replaced Roberto Di Matteo as Blues manager.
Andre Villas-Boas had been in charge at the start of the year before Di Matteo took the reins for the end of last season and guided Chelsea to Champions League success.
Di Matteo was sacked in November following a poor run of form and Lampard believes it will always take time to adjust when there is such a change.
"We worked very hard to get to the (Club World Cup) final," Lampard said in the Fulham & Hammersmith Chronicle.
"We changed the personnel quite a bit this year, and there's a bedding-in process. We changed the manager. There have been quite a few circumstances this year."
Don't miss any live and exclusive football coverage this festive season. Click here to visit Sky Sports' Festive Calendar