The Blues only managed a 0-0 draw against Cluj while Roma won 3-1 away to Bordeaux on Wednesday.
“The two games with Roma will be decisive for qualification,” Lampard told the Corriere dello Sport.
“Now it’s all very open. For Bordeaux it will be very difficult to qualify, but for Roma, for us and for Cluj, the next two matches will be very important. Anyone who can get a good result will have chance to progress to the next round.
“I was not surprised that Cluj played well against us. The result that they achieved in Rome proved that they are a good team. We had chances, but we can also say that Chelsea did not play very well.”