There is speculation over Maurizio Sarri's position in the wake of Chelsea's 6-0 hammering at Manchester City.
"Bookmakers are not always right for starters, so I wouldn't get excited about that", he said during Monday's press conference.
"I'm working very hard and my whole thoughts are with Ipswich Town away on Wednesday, and travelling down to Brighton in the FA Cup (fifth round) at the weekend".
Lampard also gave an update on Derby's proposed move for former Celtic centre-back Efe Ambrose, who left Hibernian in January and has since been training with the Pride Park outfit.
Aguero scored his second hat-trick in as many weeks as City thrashed Chelsea 6-0 on Sunday, with Raheem Sterling (No 2) netting twice and Aymeric Laporte (No 3) benefiting from breaking the deadlock at Everton in midweek.
Jody Wilson-Raybould resigns from cabinet
But if anyone was trying to exert pressure on Wilson-Raybould to influence the legal proceedings, they crossed the line. This renewed calls for the House of Commons Justice Committee to conduct a study on the matter.
"With my Chelsea hat on, you have a feeling for it and it's not nice", the former England worldwide told the media on Monday.
"For Chelsea it was a tough day".
"Chelsea are certainly a club I respect and have a manager I respect".
Lampard, Chelsea's all-time leading scorer with 211 goals, said he was focused on doing his best for Derby and backed Chelsea to bounce back quickly from the defeat, which pushed them down to sixth in the table.
The Daily Mirror, meanwhile, say Sarri is under scrutiny at Chelsea for his handling of Callum Hudson-Odoi.