The United States international was introduced off the bench at St Mary’s for the last 10 minutes of the Blues' 4-1 victory on Sunday.
The outing on the south coast was his first in the English top-flight since August 31.
Questions have been asked of the 21-year-old after quickly slipping down the pecking order at Stamford Bridge, but Lampard has always urged patience with a summer signing.
He saw Pulisic contribute an assist against the Saints, with fellow substitute Michy Batshuayi putting the finishing touches.
The Belgian striker is another to have struggled for minutes this season, with Tammy Abraham starring in a central striking role.
Lampard is, however, adamant that everyone in his squad will have an important role to play across a testing campaign.
He told reporters: “I get asked weekly ‘why is he not in the squad?’ and ‘why is he on the bench?’ when it comes to certain players.
“We need all of the players. You need the contribution of Michy coming on and getting his goal. He’s been training really well.
“Christian coming on with a great assist for the goal. Those players, absolutely we need them as the games come thick and fast.
“At the moment we are going well and keeping a similar core of the team. But we are going to need everyone and that means training at a level and being happy as a complete group when we come away and get a result like this.”
Pulisic has aired his frustration over a lack of minutes at Chelsea following his arrival from Borussia Dortmund.
Big things were expected of him when he linked up with the Blues, with many billing him as the heir to Eden Hazard.
That has not been the case so far, with Pulisic saying: “Yeah, of course, it is very frustrating, but I will continue to work my hardest because I want to play.”
He will take positives from his appearance off the bench against Southampton, with the highly-rated playmaker proving that he can make an impact when given the opportunity to show what he can do.
Chelsea will return to domestic action after the international break when they play host to Newcastle on October 19.