The Ivory Coast striker ranted at referee Tom Henning Ovrebo after Wednesday's semi-final about a number of rejected penalty appeals and also swore on live television, for which he later apologised.
"I can understand Didier's reactions," said England midfielder Lampard. "He's an emotional man.
"That's the sort of player you want to play with and I think people can relate to that.
"All the fans in the stadium were frustrated at the end and I don't think people should make too much out of that.
"We were trying to get to the final and when that gets taken away you get passionate about it."
Chelsea's behaviour has come in for severe criticism with Drogba and others expected to receive UEFA sanctions.
Germany midfielder Michael Ballack also made his feelings known to Ovrebo and appeared to touch the official as he protested one decision.
But Lampard defended his team-mates, saying: "I don't know what people expect. When you have 11 grown men battling to get to the final and at least three penalty decisions don't go your way, you can't expect men to walk off quietly.
"There was nothing violent, it was just angry because we had worked so very hard to get this far."
The referee's performance has led some to speculate about a conspiracy to prevent an all-English final with Barcelona's away-goals win putting them into the Rome showpiece against defending champions Manchester United.
Lampard stopped short of joining the conspiracy theorists, but did say he had tried to get an explanation from the official as to why so many decisions had gone against his side.
"I tried to ask the question of the referee," he said. "One decision, maybe you don't get it, two maybe. Three, four or five then it's just not possible that you don't get them.
"It's not for me to say if it's a conspiracy but you have to wonder why. The ref didn't say anything. He didn't explain, but then I don't think it's explainable. I think if he looks again he will realise it's clear to see."
UEFA general secretary David Taylor revealed his disappointment at the Chelsea players' behaviour.
"When we get to the top level we expect better in terms of players' behaviour," he was quoted as saying in The Guardian.
"Refereeing is an extremely difficult job. All I would ask is a bit more respect is shown towards officials.
"Notwithstanding the high emotions, high drama, high stakes involved, these guys are out there in the middle having to make decisions just like that, on the spot.
"I spoke to [the Chelsea chief executive] Peter Kenyon at the end of the match and he fully accepts there are no conspiracies at all.
"Of course there are questions from time to time about refereeing standards, but that's looked at continually in terms of performances. That's what we do as a responsible organisation."