Chelsea axed Lampard on Monday after 18 months in charge and his old manager Mourinho expressed sympathy and called him ‘an important person in my career’.
Speaking after Tottenham’s FA Cup win at Wycombe, Mourinho said: “I am always sad when a colleague loses his job.
“Frank is not just a colleague, he is an important person in my career, so I feel sorry.
“But it is the brutality of football, especially modern football.
“So when you become a manager you know that sooner or later it is going to happen to you.”
Lamps departed with the club five points off the top four and still in both the Champions League and FA Cup, beating Luton in his final game in charge.
Lampard managed 57 Premier League matches with a record of 1.67 points per game, the worst of any Stamford Bridge boss during Abramovich’s 18-year era.
The Russian 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.
“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 also spoke out and said: “Firstly, I would like to thank the fans for the incredible support that I have received over the last 18 months. I hope they know what that means to me.
“When I took on this role I understood the challenges that lay ahead in a difficult time for the football club.
“I am proud of the achievements that we made, and I am proud of the academy players that have made their step into the first team and performed so well.
“They are the future of the club.
“I am disappointed not to have had the time this season to take the club forward and bring it to the next level.
“I want to thank Mr Abramovich, the board, players, my coaching team and everyone at the club for their hard work and dedication, especially in these unprecedented and challenging times.
“I wish the team and the club every success for the future.”
Elsewhere, Manchester City boss Pep Guardiola also echoed Mourinho’s sentiments and said: “You have to win. The people talk about projects and ideas, but it doesn’t exist.
“You have to win, if not, you will be sacked.”
But Leicester boss Brendan Rodgers criticised the West Londoners for not giving the 42-year-old more time.
He said: “I’m really sad for Frank, I know how much the club means for him.
“Looking at the squad, and how young they are, it’s a team and squad that needs time.
“Unfortunately he hasn’t been given that time. I really, really feel for him.”