A late penalty miss by Ross Barkley condemned the Blues to a 1-0 loss as their search for a first home win of the season goes on.
“All the teams are big teams so they’re all tough games and that’s why it’s important that we get the points at home and then try to compete away,” said defender Christensen.
“All the games are important for us and we have to win them, so from now on we have to get into a rhythm and get the results we need.
“We had a great game at the weekend against Wolves and we tried to build on that, and for the majority of the game we played quite well so that is why it’s so hard to accept that we lost.
“It was a game we felt we needed to win and we wanted to show our fans what we can do at home, especially in the Champions League. It is tough but that is what it is all about.”
Chelsea face trips to Lille and Ajax, last season’s semi-finalists, in their next two Champions League outings, making Tuesday night’s defeat all the more galling.
Lampard said: “The reality of losing the first game at home makes the rest of the games more important, particularly when they come next back-to-back away from home.
“We need to have a strong focus on getting a result in one of those games now. It’s still a group where I think teams will take points off each other, because all the teams are strong.”
Chelsea expect to learn the extent of the ankle injury suffered by midfielder Mason Mount in the next 48 hours.