Lampard's side had already wrapped up the title in midweek and over 31,000 were at the CBS Arena on Sunday to see the champions clinch a 3-1 win and collect the trophy.
"It felt like a family day for the players and staff and for the fans to enjoy without the stresses of trying to go up or becoming title winners," Lampard said after late goals from Victor Torp and Ephron Mason-Clark secured Coventry's 27th league win of the season.
"It needs to remain a special place because it's been an incredibly supported club in the city, the tradition and history.
"There wasn't that feeling when I came in – and I know Mark (Robins, the previous boss) had done incredible work as a manager here – because of a lack of confidence and connection at the club.
"But we built that in the second half of last season to where it's a serious football club in this league, and you have to do that if you haven't been a Premier League team recently to go up. To be 12 points clear is amazing."
Lampard appreciates the "landscape" at Coventry will change next season due to the demands of the Premier League and the probability the Sky Blues squad will be reshaped.
But for now, the former Chelsea and England midfielder is focused on what winning the Championship title means for Coventry and where it ranks in his own celebrated career.
"It compares with every trophy I've lifted, they're all amazing. The first one at Bolton (for Chelsea) in terms of the League. The Champions League is extra special because of the stage that it is.
"I can't put it down in any way because it's a collective effort and I know the hard work that has gone in to it."
Wrexham – who had quickly cancelled out Brandon Thomas-Asante's first-half opener through Ollie Rathbone – head in to the final game of the campaign occupying the last play-off place on goal difference ahead of Hull.
Derby are a point further back with their goal difference superior by five over Wrexham. The three sides all finish with home games.
