After an impressive 2-0 win away to Tottenham, Chelsea and their fans probably expected a win against a Southampton side battling to avoid relegation.
But Chelsea rarely threatened before or after Michael Obafemi put the Saints ahead in the 31st minute with the second Premier League goal of his career.
And when Nathan Redmond doubled that lead in the 73rd minute, the contest was effectively over.
The result meant Chelsea had suffered back-to-back home league defeats for the first time since 2011, with Bournemouth's fellow south coast side Southampton having won the previous match at Stamford Bridge.
"You need a form of consistency to come in the top four in the Premier League," said Chelsea manager Lampard, whose side are still fourth in the table.
"Everyone is striving for it. We are in it at Christmas and people probably would have doubted that so from that perspective we can probably be happy.
"But to stay there and move onwards and upwards we have to win more than we have recently at home."
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Youthful teams often struggle for consistency, but Chelsea's problems are especially acute at their west London home, where they have won only four league games so far this season.
"We have to work and we have to do more in an attacking sense," said Lampard.
"You can't have 70 percent of possession and control as we did in the first half and not do more, not hit better crosses, make better final passes, get more clear chances at goal."
And Chelsea are feeling the tension, with their manager admitting: "When you are on the run we are on, there is more pressure because everyone talks about it and we feel it.
"We want to perform well in front of our own fans and give them something to be happy about."
The former Chelsea and England midfielder added: "People come here and respect us as Chelsea in the way they are setting up but we are not playing like the Chelsea that can break that down.
"I learn about the players particularly in games like that...Games like today's are a test of character as much as ability."
Meanwhile Southampton boss Ralph Hasenhuttl said that West Ham and Bournemouth's victories at Stamford Bridge had led his side to think "'why can't we do it too?'"
Southampton's opener came after Chelsea's Callum Hudson-Odoi lost possession, the move ending when Obafemi curled a left-foot shot around Kepa Arrizabalaga from 20 yards.
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The Saints, retaining possession well, could now afford to sit back and pounce on Chelsea errors, with a Blues mistake contributing to their second goal.
N'Golo Kante, in trying to dispossess Stuart Armstrong after a 30-pass move, succeeded only in playing the ball into the path of Redmond, who lifted the ball over Arrizabalaga and into the net.
"Sure you have to have a tactical plan but you need passion or it doesn't work," Hasenhuttl said.
"I'm proud of the moments when we win the ball, but we showed we can pass the ball as well.
"We have had some good performances on the road but this was the best."
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