Lampard received his marching orders on Monday despite a 3-1 FA Cup win over Luton at the weekend, with that victory not enough to save him following a torrid run of form over the destive period.
Club owner Roman Abramovic insisted the former midfielder's status at the club was undiminished by the decision, which came after a run of five defeats in eight Premier League games.
With Chelsea ninth in the table and 11 points off leaders Manchester United after spending £220million in the summer, Abramovich brought Lampard's time as manager to an end midway through a three-year deal, with Thomas Tuchel set to replace the 42-year-old.
Mourinho was shown the exit door by Chelsea twice during his managerial career, so has plenty of experience of being on the wrohas beenng end of a big decision by Abramovich.
Speaking after Spurs’ 4-1 FA Cup win at Wycombe on Monday night, Mourinho offered his sympathies to his former midfield talisman Lampard, and says Chelsea’s decision reflects the pressure managers face today.
Asked whether he had spoken to Lampard and whether the news surprised him, Mourinho told reporters: “I don't think Frank wants to speak to me or with anyone apart from his close circle of family and friends.
"But I am always sad when a colleague loses his job and Frank is not just a colleague; he is an important person in my career, so I feel sorry he did.
“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.”
Additional reporting by PA.