The Blues have sealed moves for the two forwards, after being unable to buy players in the last two transfer windows.
When Lampard arrived, he was content with giving the likes of Mason Mount, Tammy Abraham and Reece James opportunities, as they fought for a top-four finish.
However, since the transfer ban was lifted, Lampard has gone on to splash £48 million on Werner and £38m on Ziyech.
“The pressure probably does change because of the amount of money we have spent and I can get that. But there’s pressure in this job whatever.
“We’re a well-supported and well-followed club, and scrutiny is big, as we know — that’s why we love the Premier League and that’s why we’re trying to do our best.
“So I don’t mind the idea, I get it. We’re trying to improve and I’m under no illusions. I will have more pressure on myself,” Lampard told a Zoom press conference.