Luis Enrique brought his new-look side to the Emirates full of hope and little expectation having begun their season in fine form.
However, the home side abruptly upended their plans with two goals in a dominant first period. Kai Havertz opened the scoring with a brave header before Bukayo Saka doubled the lead with a wide free-kick that evaded everyone and trickled past Gigi Donnarumma.
Lampard, who lifted the European Cup with Chelsea in 2012, believes that the French champions were taught lesson and praised the physicality of Mikel Arteta's team.
'It's difficult for them, they have been taught a bit of a lesson by an Arsenal team that have been better physically, more aggressive on and off the ball and faster than them in their game. It's been hard.' He said on Amazon Prime.
Frank Lampard believes that PSG were taught a lesson by Arsenal in the first-half of their Champions League clash
'They haven't even got a foothold in the game because Arsenal on and off the ball have been so strong.'
The Gunners were held to a goalless draw in their Champions League opener against Atalanta last month, while PSG claimed a 1-0 win at home against Girona.
PSG arrived in north London without one of their star men, Ousmane Dembele, who was left out of the matchday squad after falling out with Enrique after their 3-1 win over Rennes on Friday.