Everton's previous defeat at Bournemouth before the World Cup break had seen a confrontation between players and fans and Lampard said the frustration was palpable during the game against Wolves, who scored a last-gasp goal to take all three points.
"You can feel the stadium getting edgy and that is not easy for the players at times. I played for nearly 20 years so I know how it can affect a player," Lampard said.
"It (fans' reaction) was understandable after Bournemouth away, I didn't like the performance. (Against Wolves) I thought the lads played well and had the right intentions, so I would love the crowd to stick with them."
Everton, who are 17th, have won only one of their last nine matches and lost their last four in all competitions.
The current relationship with the supporters stands in stark contrast to nearly a year ago when Lampard took the reins and guided Everton to safety.
"We saw what a positive it could be last season, so let's not come away from that," Lampard added.
"I am not asking us to play 100 passes in our own third, I am not that type of coach, but to be a bit braver on the ball is nice to see and good players want to play. So for that point, I would like to get some backing."
