The Blues host Burnley on Saturday, having lost three of the last four on home turf to Southampton, Bournemouth and West Ham.
And Lampard admits the analysis of those games did not make for enjoyable viewing.
He said: “When you analyse the three games we lost, they give you a bad feeling. You see we have created 50 chances but no goals.
“Southampton we didn’t play that well. But we need to take our chances.
“It’s easy to say unlucky and things like that. But we have to get things right and we work on that in training. We need to find that killer instinct.”
The Chelsea boss was asked whether he thought there was a problem with mentality in the squad.
He added: “Definitely not, maybe the opposite. There is a small tension. We get into the final third a lot. We are not converting chances. I don’t like stats as much, but they match what I am seeing.”