The Blues limped to an unconvincing 1-0 win away over the Cypriots in the Champions League on Wednesday night, just days after their 3-1 defeat at Wigan in the Barclays Premier League.
Chelsea's next test comes against title rivals Liverpool at Stamford Bridge on Sunday but Lampard maintains the criticism his team have received is wrong.
"I don't know why people say we're not clicking,'' the 31-year-old said. "We have only lost one game this season. We lost against Wigan and we didn't play well there at all.
"We went to Apoel and won so that's what counts. If you look over the season, we have clicked together as a team. We try to win every game and when we don't we just try harder in the next match.
"It's a big game on Sunday against Liverpool but they lost the other night and will be trying to improve as well. The added bonus is that we have won our match in Europe and with a cleansheet as well. We hope to qualify as soon as we can.''
The England international heaped praise on match-winner Nicolas Anelka, who scored the game's decider in the first half.
Anelka has netted both winning goals for Chelsea in the Champions League this season and ensured Didier Drogba's three-game ban has not hurt them.
"Nicolas is a top player and performed for big periods when Didier was out last season,'' Lampard said. "He can be a lone striker or excel when someone is alongside him. His finish was top quality.''