Lampard saw his fifth-minute penalty saved by Hull goalkeeper Alan McGregor, but soon made amends with a stunning free-kick from distance.
After the break, Chelsea struggled to create too many real chances, but Lampard says that the performance has given the Blues a platform to build on.
"It was very sharp from the start. In the first half we moved the ball quickly," he told Sky Sports.
"If we play like that we'll give most teams a game."
Asked if they slowed after half-time, Lampard added: "Maybe a little bit but it is early season and we've done a lot of travelling. I'm not making excuses.
"We were so bright in that first half that there is bound to be a come down in the second. We'll take the positives of the first half."