The Blues dropped more points on Saturday afternoon after Sheffield United’s second-half comeback secured a point for the promoted side in a 2-2 draw at Stamford Bridge.
Chelsea FC striker Tammy Abraham scored twice in the first half to put the west London side in control of the Premier League clash.
However, Callum Robinson halved the deficit at the start of the second half before Kurt Zouma netted an own goal with one minute left.
Chelsea FC have managed to collect five points from their opening four games to leave Lampard’s side in ninth place and seven points behind leaders Liverpool FC.
Former Everton midfielder Cahill defended Lampard after Chelsea FC’s challenging start to the Premier League season.
“I feel for Lampard,” Cahill told Match of the Day.
“You look at some of the injuries he’s had to deal with, [Calum Hudson]-Odoi, [Callum] Loftus-Cheek, [N’Golo] Kante, Pedro, big characters, and on top of that he’s not been able to sign any new players.
“So what he’s emphasising now with the players is his style, his philosophy.
“I feel like for his first job in the Premier League, he’s doing a fantastic job.
“They’re conceding goals come the 67th or 68th minute, but I suppose he’ll fix that before the end of the season.”
Chelsea FC have drawn with Leicester City and Sheffield United at Stamford Bridge, while the Blues lost 4-0 at Manchester United in their season opener.
Lampard’s men have only registered one Premier League win under the club legend when the Blues were 3-2 winners against Norwich City last month.
Chelsea FC will return to Premier League action with a trip to Wolverhampton Wanderers on Saturday 14 September.
The Blues finished in third place in the Premier League table last term.
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