The former England international was brought in as the club’s new manager earlier this month after Maurizio Sarri left Chelsea FC to join Juventus after just one year.
The 41-year-old only has one year’s worth of managerial experience under his belt after he led Derby County to the Championship play-off final last season.
Lampard has been tasked with steering Chelsea FC up the Premier League table after they finished third last term under Sarri.
Pedro and his Chelsea FC team-mates are now getting used to life under their new boss, and the Spain international has been impressed so far.
Speaking in an interview quoted by Metro, Pedro said: “We’ve been training really hard with Frank this week.
“It’s very hard work, high intensity. We’re pressing a lot without the ball, when we’ve got the ball we have to move it quickly, and in transition (we have to be) very good.
“It’s very good to work under Frank. He’s a legend at this club. He’s a very good coach with very good ideas but it’s only five days working with him and for the future we have to prepare very well this month.”
The 31-year-old Pedro will be hoping to hold down a regular spot in Lampard’s starting line-up next season.
The Spain international scored eight goals and made two assists in the Premier League under Maurizio Sarri last season, starting 21 top flight games and coming off the bench 10 times.
Chelsea FC ended last season on a positive note when they beat Arsenal 4-1 in the Europa League final.
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