The players were told not to report to training on the morning following the announcement that Lampard would no longer be in charge.
Confirmation of his sacking came just before 11.30am after the club took decisive action following a torrid run of five losses in eight league games, leaving first-team coach Anthony Barry to take the session at Cobham.
Chelsea’s players have reported for their first training session since Frank Lampard’s sacking
Midfielder Mason Mount warms up at Chelsea’s training ground in Cobham on Monday
As a result of Lampard’s departure, Jody Morris and Chris Jones – who acted as his assistants – are also expected to leave the club having followed the former midfielder to Stamford Bridge from Derby.
Pictures of the players filtering on to the training pitches showed some deep in discussion with each other, most likely discussing the sudden managerial change at the club.
Sportsmail understands the Chelsea players haven’t been briefed about the new manager yet.
Lampard’s replacement is expected to be former Paris Saint-Germain and Borussia Dortmund manager Thomas Tuchel, who could be unveiled within 24 hours.
The session was overseen by first-team coach Anthony Barry on Monday afternoon
The Blues’ first-team stars wrap up warm for training on a chilly afternoon in Surrey
Antonio Rudiger looks to control the ball while being pressured by Olivier Giroud (right)
Chelsea owner Roman Abramovich, speaking publicly in a statement sacking a manager for the first time, described Lampard as a ‘man of great integrity’ but added: ‘Under current circumstances we believe it is best to change managers’ with the club in mid-table.
Sunday’s win over Luton Town to advance to the fifth round of the FA Cup hasn’t proved enough to save the former midfielder from the chop.
It will mean another pay-off for owner Abramovich with Lampard earning £4million a year. His contract ran until 2022.
The club statement confirming the sacking read: ‘This has been a very difficult decision, and not one that the owner and the board have taken lightly.
Ben Chilwell (left) and Jorginho (centre) took part in the session at Cobham on Monday
‘We are grateful to Frank for what he has achieved in his time as head coach of the club.
‘However, recent results and performances have not met the club’s expectations, leaving the club mid-table without any clear path to sustained improvement.
‘There can never be a good time to part ways with a club legend such as Frank, but after lengthy deliberation and consideration it was decided a change is needed now to give the club time to improve performances and results this season.’
Abramovich said: ‘This was a very difficult decision for the club, not least because I have an excellent personal relationship with Frank and I have the utmost respect for him.
Lampard’s final match in charge came on a snowy afternoon as they beat Luton in the FA Cup
Lampard’s (left) assistant Jody Morris (right) is also expected to leave the club
‘He is a man of great integrity and has the highest of work ethics. However, under current circumstances we believe it is best to change managers.
‘On behalf of everyone at the club, the board and personally, I would like to thank Frank for his work as head coach and wish him every success in the future.
‘He is an important icon of this great club and his status here remains undiminished. He will always be warmly welcomed back at Stamford Bridge.’
Lampard was reportedly told of Abramovich’s decision by chairman Bruce Buck and director Marina Granovskaia in a 9am meeting at Stamford Bridge.
He had been driving to Chelsea’s Cobham training ground before being summoned to a meeting that was sombre and sad in tone.
Lampard fell out with influential Chelsea chief Marina Granovskaia (R) before his sacking
Granovskaia was unhappy with Lampard’s treatment of club record-signing Kepa Arrizabalaga
A dreadful run of league form has seen the Blues lose five of their last eight Premier League matches, leaving them well out of the title picture.
Lampard’s relationship with influential director Marina Granovskaia had deteriorated with one bone of contention the manager’s treatment of £72m goalkeeper Kepa Arrizabalaga, who was dropped for Edouard Mendy following a series of high-profile errors.
There were also reservations in the boardroom over Lampard’s desire to sign former academy player Declan Rice from West Ham. The club didn’t want the embarrassment of buying back a player they had released as a teenager at huge expense.
The Athletic also reported that senior players such as Kepa has issues with how Lampard approached games. It is claimed Blues stars were told to ‘go out and express themselves’ rather than take to the pitch with clear instructions or direction.
Thomas Tuchel, who left PSG in December, is the bookmakers’ favourite to take over
There was also a feeling within the squad that Lampard didn’t adapt quickly enough within games if his plan failed to work.
Talks with Tuchel, who is a free agent following his sacking at PSG in late December, are underway with the German emerging as a prime contender to replace Lampard.
RB Leipzig coach Julian Nagelsmann has admirers in the Blues boardroom, but there are concerns over whether he would leave his current employers mid-season.
That would pave the way for Tuchel to be appointed now and he could be in charge for their home game against Wolves on Wednesday night.