The Toffees have signed five players so far in the window - with Conor Coady and Amadou Onana arriving earlier this week.
Everton have been heavily linked with bringing back Idrissa Gueye to the club from PSG, although a potential deal has seemingly stalled in recent days.
Lampard wouldn’t commit to the Blues’ interest in the midfielder - but wants more fresh faces to arrive at Goodison Park.
The Everton boss said: “It would be unfair to do so (discuss deals in public).
“We are working away to see ways we can improve the squad.
“I’ll happily talk about those we have in but any potential targets are ones for us to keep behind the scenes.”