Hazard has been one of the Premier League's best talents since joining the Blues from Lille in 2012, but is constantly linked to Madrid.
Lampard said: "If you are Eden Hazard or any top player in the world, the talk of Real Madrid and Barcelona will always hang over you whether it's spoken about out loud in the newspaper or whether it is just a fact they go after the best players in the world.
"Hazard is one of those so I don't think it's going to be any problem. He's very aware that probably for the last two or three seasons that these big teams would like to take him from Chelsea.
"He doesn't change anything as long as he performs week in week out.
"And he certainly has in recent weeks, then nothing changes as far as I'm concerned."