England midfielder Lampard's second-half penalty, the fifth of the game for the FA Cup holders, put him on 193 career goals for the London club.
Bobby Tambling leads the way with 202 goals.
Senegal striker Demba Ba, signed from Newcastle United in midweek, marked his debut for the European champions with two goals. Victor Moses and Branislav Ivanovic were also on target after Jay Jay Rodriguez had given Southampton an early lead. (Reporting by Tony Jimenez; Editing by John Mehaffey)