A 1-1 draw at Blackburn Rovers on Friday night confirmed Coventry will be in the Premier League next season.
"To go and get promotion automatically as a non-parachute team with three games to go... these boys have managed to achieve something special and unique," Lampard told Sky Sports.
"This is what it's about. Coming here and getting a point at this stage isn't easy."
He added: "Doing this after 25 years... wow.
"The resilience to come back after losing in the play-offs (last season to Sunderland). We spoke in the summer about what we could do this season and whether we could finish third or fourth to get a home play-off in the second game which we didn't do last year.
"It's such a good feeling that the boys have managed to get it over the line."
Lampard added: "I'm proud of myself and the staff.
"We came into a bit of an unknown 15 or so months ago when we arrived in a people carrier.
"We've fallen in love and this is right up there with what I have achieved.
"I'm very proud to be the manager."