Lampard's first competitive game in charge of Chelsea ended in a painful 4-0 loss at Old Trafford on the opening weekend of the Premier League season in August.
The Blues endured a slow start to the campaign but have since found their feet, winning their last seven matches in all competitions ahead of the EFL Cup clash with United at Stamford Bridge.
"It feels a million miles," Lampard said at Tuesday's news conference when reflecting on the last time the clubs faced each other.
"I'm not disregarding it - they hurt us four times in a game we played particularly well in.
"We're improving, that's the main thing. It's what we've been striving for and it's pleasing to see good signs.
"I try not to listen to too much talk about the future. If we do that there would be problems. It's nice we're working in a good direction."
Chelsea's current winning run started with a 7-1 thrashing of Grimsby Town in the last round and Lampard is aiming for EFL Cup silverware with his young group of players.
"We'll target all the trophies," he said. "We want to win every game but we're up against a top opponent tomorrow. Every game you have to give everything to try and win.
"A day at Wembley should never be taken likely. But not just for the young boys. We'll give it our all."
While Chelsea have improved following a sluggish opening to Lampard's reign, United have struggled for consistency and are seven points behind their next opponents in the Premier League.
Lampard will rotate his squad following the 4-2 win at Burnley last time out , though he confirmed N'Golo Kante and Antonio Rudiger remain absent for the midweek fixture.
"I don't want to talk about United too much, but since the first game our points total has been nice," he added. "It's not worth focusing on United other than to say they are full of top players. People shouldn't be too critical of other clubs.
"In terms of changes, I've got to be aware that we haven't changed that much. This game may see opportunities for players who haven't been getting minutes.
"I wanted to play every game as a player but on this side, you see things slightly differently. Demands on players are more. I won't take this game lightly even if I make changes.
"If players do step out of the line-up with a view to the coming weeks it's about the big picture. I understand how players are, but those who start will give everything and those who don't will support them hugely.
"It helps they are playing well. That's the nice feeling around at the minute. They are playing and I have to take that into account about rest."