They runaway duo play Newcastle United and Brighton on Wednesday night respectively.
Chelsea twice let slip a two-goal advantage at 2-0 and 3-1 at Selhurst Park to eventually take the points.
France international Olivier Giroud opened the scoring in the sixth minute for his third goal in the five games since English top flight football emerged from a three-month lockdown imposed to stem the spread of the coronavirus pandemic.
Christian Pulisic added Chelsea's second before Wilfred Zaha pulled one back.
Advantage
Second-half substitute Tammy Abraham notched up Chelsea's third in the 71st minute but before they could bask in their superiority, Christian Benteke pegged the visitors back.
In stoppage time, Chelsea's goalkeeper Kepa Arrizabalaga turned Scott Dann's header onto the post and only a last-ditch challenge from Kurt Zouma denied Benteke a second.
"In the last five minutes maybe we were lucky but we should have had the game under much more control," said Lampard. "In those last moments it was nerve-wracking for us."
Norwich dropping
At the other end of the Premier League, Danny Welbeck's first Premier League goal for Watford helped them to a 2-1 win over Norwich City who appear doomed to the second tier next season.
Welbeck's spectacular bicycle kick flew past Tim Krul to secure the victory that took Watford onto 31 points and 17th position.
Nigel Pearson's men are four points clear of the three places in the relegation zone with four games remaining.
"I am speechless," said Welbeck of his acrobatics. "It means a lot to me and means a lot to the whole team. It is one that puts us on our way now. We will give it our all from now."
Norwich are bottom of the pile with 21 points from their 34 games.
