The Spanish defender is one of the most experienced players in Lampard’s back four after David Luiz and Gary Cahill left the club in the summer.
Azpilicueta has been tasked with leading a defence that contains Andreas Christensen, Kurt Zouma and Emerson Palmieri.
However, the 30-year-old has been guilty of a number of errors in the opening weeks of the Premier League season to raise questions about his form.
Azpilicueta’s uncertain displays have earned the former Marseille defender criticism from both the west London side’s supporters and some of the club’s ex players.
However, Chelsea FC manager Lampard is confident that Azpilicueta can rekindle his best form for the Europa League winners despite a difficult start to the season.
“I’ve played with Azpilicueta and know him very well and know what he is – he is the first player to stand up,” Lampard told his pre-match media conference on Friday.
“The reason he’s captain is because of that professionalism and attitude. He’s been incredible for the club and won a lot, and been central to winning a lot. He’s not just been a bystander. He’s been right in the middle of it all.
“He will be aware more than anyone of his form, and what it means, and be the first one to want to address it. He’s a big player for us, a great personality and I’m certainly firmly behind him, and I see no problem.
“I remember playing with better players than I was, who had little moments in their careers for whatever reason. The top ones come through it and Azpilicueta is a top player.
“I don’t think he’s having any major issues. It’s the modern day where all eyes are on. Players have to put up with that and I’ve got no problem.”
Azpilicueta has been a mainstay of the Chelsea FC defence over the past six seasons at Stamford Bridge.
The Spanish defender has won two Premier League titles, the Europa League twice as well as the League Cup twice.
Chelsea FC will take on Valencia at Stamford Bridge in their Champions League opener on Tuesday night before a home clash against Liverpool FC next Sunday.
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