The former England midfielder has guided the Sky Blues to the top of the Championship and is hoping to complete the club's extraordinary journey over the past decade by guiding them back to the Premier League for the first time since 2001.
Lampard told FourFourTwo magazine: "There’s a feeling of togetherness.
"I haven’t been part of the journey of the club, where they went through terrible times, down to League Two and back up. I remember seeing some images at the time, and now I hear more stories about not being able to do this or that at the training ground, the stadium and the fan experience.
"I haven’t lived that, but can imagine how they feel now everything is together. There has been a lift for everybody."
Lampard has stressed that Coventry must remain "consistent" if they are to keep up their promotion bid in the second half of the season.
The manager said: "The challenge now is whether we can take that forward and improve even more. We need to continue to work hard, and when I say that, sometimes in this league you can’t work hard when training because you’re playing every three days, but what you can absolutely do is focus the right way.
"Any team that wants to win in this league has to be consistent, then there will be a little knock and you have to go again.
"We’ve got a really good group in terms of how much they want to take on information and how much they want to engage in training to get better as a group. That’s not always universal."