Madrid took control of their Champions League quarter-final with Chelsea by winning the first leg 2-0 as Ben Chilwell was sent off.
The match became a damage limitation exercise for Lampard’s side in order to stay in the tie for the return leg in London after goals from Karim Benzema and Marco Asensio.
Despite their problems in front of goal, Lampard was keeping positive for the second leg next Tuesday.
He says: “I’m proud of the 10 men. The disappointing thing is that you give away a set piece for the second goal from switching off. I don’t think with 10 men they carved us open. That was due to the spirit.