Chelsea’s brilliant form following the Premier League restart was brought to a halt in east London on Wednesday evening.
It looked like both Chelsea and West Ham would share the spoils, but Yarmolenko’s 89th-minute goal downed the west London club.
Cesar Azpilicueta was frustrated with how Chelsea were beaten by the Hammers at the London stadium.
The Blues suffered their first domestic defeat in eight games at the hands of relegation-threatened West Ham.
Lampard’s side were beaten 3-2 at the London stadium as Yarmolenko's classic left-foot finish handed the east London side three points.
Azpilicueta, however, said he is happy with how the games continue to come thick and fast, giving the Blues a chance to return to winning ways as they continue their quest to secure a Champions League place.
Chelsea face another side in the relegation zone in Watford next at Stamford Bridge on Saturday evening.
‘When you face teams in the Premier League like West Ham, who are fighting relegation, you know they can come back and they will fight,’ said the Spaniard as Chelseafc.com reported after the west London club failed to leapfrog Leceister City who lost to Everton.
‘For myself as a defender, to concede three goals is very frustrating and disappointing and it hurts,’ he added. ‘I cannot wait to go back to work and train, to play the next game because I feel personally very bad and very frustrated. I want to get to the next game as soon as possible to address it.’