League leaders Chelsea head to Old Trafford today sitting four points ahead of Tottenham with a game in hand in the title race.
The trophy looked to be heading to Stamford Bridge until recently after Chelsea's 13-match winning run earlier this season, but Spurs have won seven in a row to close the gap on Antonio Conte's favourites.
Chelsea recovered from a surprise 2-1 home defeat to Crystal Palace two weeks ago to beat Manchester City and Bournemouth, and Lampard says his former club must avoid further slip-ups by facing their fears.
"Chelsea are very aware that Spurs are there and it'll be a tough game for them tomorrow," Lampard told BBC Sport.
"There will be some nervousness but so there should be."
Tottenham coach Mauricio Pochettino believes goal difference could play a part in the title race after Saturday's 4-0 win over Bournemouth, with Manchester City having pipped rivals United to the title in the same manner in 2012.
Spurs are six goals better off than Chelsea - +46 to +40 - having scored 68 in 32 games to the Blues' 65 in 31, and Pochettino said: "It's so important.
"The only way to build that winning mentality is to always play in the same tempo and with the same focus and concentrations during 90, 95 minutes.
"Never give up. 3-0, 4-0 or 1-0, 2-0 - the team must forget the result.
"It's important to always try to go forward, keep possession, score goals – that is the mentality that we are building in the group."