Midfielder not keen on having to repeat himself at Upton Park...
Lampard had to take the spot-kick three times before referee Mike Dean finally awarded a goal due to players encroaching in the penalty area.
The England international admits that his nerves were on edge throughout the ordeal.
"I didn't enjoy it too much. I didn't need that all, especially after missing a penalty a few weeks ago," he said, according to the Blues' official website.
"The feeling when you hit the back of the net is nice but when you get told to retake it you wonder if something bad is going to happen.
"I've never retaken one before. I'm sure it was their players and our players in the box and I am sure 98 per cent of penalties there are people in the box, so why the ref chose to do it three times I don't know. But thank God they kept going in.
"It was difficult because I know Robert Green quite well from England and I'd rather do it against a keeper who is not aware of my technique, and it was a bit of mind games but fortunately they all went in."I wish I was made to retake the Manchester City one [when Lampard missed in a 2-1 defeat earlier this month] when there were people inside the box!"
Lampard also acknowledged that the Chelsea performance in east London was somewhat below par.
However, he feels that there are few causes for concern at Stamford Bridge if a positive mentality and focus are maintained.
"We didn't play well enough, particularly in the first half," he added.
"'That was about as poor as we've played all season. We wanted to start sharp but we didn't do that, we gave West Ham the chance to get up a head of steam and we made it tough for ourselves."We came out second half with a different attitude, we improved the intensity in our game, got our goal back and tried to press but it was probably a fair result.
"We shouldn't get too despondent. You saw with the results on Saturday that teams are fighting, they have got more organised and they are getting results.
"We haven't been at our best the last few weeks. It is important we get back to the training ground and back to the way we were playing a few weeks ago, because we were very strong and in the last few weeks we haven't been so good.
"We are slightly disappointed that we are not leading by more but on a positive note we are four points clear. If we start to lose points, Manchester United and Arsenal will be close behind us."We need to look at ourselves and make sure come Boxing Day and the games coming up we start the games well."
Zack Wilson, Goal.com UK