Lampard created another landmark moment in his glittering career last night – a record that will take some beating – when he put the Blues ahead with a controversial penalty on the stroke of half-time.
But Clint Dempsey's deflected header eight minutes from time ensured a 1-1 draw in the west London derby, leaving Chelsea in sixth place, two points behind the final Champions League spot.
Asked how it felt to reach another milestone, Lampard said: "Not too good at the minute. It feels like a little bit of a loss."
The 33 year old, who has scored more than one landmark goal this season, added: "They'll be nice when I look back and I'm an old man.
"But I just can't enjoy them after we didn't get the three points.
"I'm pleased to try to help the team and score goals. Landmarks are great.
"But, at the present time and with the position we're in in the league, every league game is a final for us and we want to be winning them."
Spurs' defeat against Norwich opened the door for Chelsea.
Asked how much of an opportunity they had wasted, Lampard said: "A big one. Having seen the Tottenham result earlier, we knew we could close that gap and we wanted to win the game for that.
"Having said that, Fulham's a very tough game, the team's played very well this season, particularly lately."
Last night's result was a rare setback under caretaker manager Roberto Di Matteo ahead of Sunday's FA Cup semi-final against Tottenham and the upcoming Champions League semi against Barcelona.
Lampard told BBC Sport: "It's very exciting because, after the first leg in Napoli, we looked in a bad way.
"We could've been going out of the Champions League. Who knows with the FA Cup and the Premier League?
"And all of a sudden now, we've turned it around to the extent that we're fighting on a few fronts.
"But it can all be taken away as quickly as we get it.
"So we need to really focus on every single game we've got coming up.
"It's fatiguing and we really need to get through that.
"We've got big games against big teams coming up and we need to be at our best."
Chelsea could lose Branislav Ivanovic for the next three matches if he is charged with and found guilty of violent conduct today for Saturday's clash with Wigan Athletic's Shaun Maloney, while Ashley Cole (ankle) remains an injury doubt for Sunday's trip to Wembley.
Meanwhile, Fulham forward Bryan Ruiz will miss the rest of the season with a broken metatarsal.
The Costa Rica international was injured in the Cottagers' 3-0 win at Bolton on Saturday and had to be carried off.
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