The Spaniard was largely comfortable throughout the evening only for a longshot from Leandro Trossard to squirm in.
It was a brilliant shot from the Belgian but Kepa could have saved the effort nonetheless.
Luckily for the ex-Athletic Bilbao stopper, the Blues ran out 3-1 winners after goals from Jorginho, Reece James and Kurt Zouma.
But it was another example of why Lampard has lost trust in the goalie and is chasing an alternative between the sticks.
However, that was not what the Englishman said to reporters after the match - insisting he is happy with the £72m man.
“I am very happy with Kepa,” the Chelsea manager said.
“With the shot I’m not sure if he could’ve done any better. But I saw a bit more confidence in how he was playing.
"Kepa is here, he’s our keeper and I’m happy with him. If we are bringing in competition, it will be competition.
"That’s the nature of Chelsea and it goes throughout the squad.”
But Sky Sports pundit Neville was having none of it, insisting Lampard was just performing his duty as a coach to the press.
When asked if the Blues boss was truly happy with Kepa, he said: “I don’t think he is. I wouldn’t be,” Neville said.
“I know full well being in a coaching position, in a changing room.
"You have to back your keeper, you have to back your players.
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“You have to support your players publicly but privately, that goal tonight, it’s a really poor goal to giveaway.
“He conceded so many goals from outside the box last season, he’s conceded another one tonight.
“It will cost you. If you don’t have a top goalkeeper you will not win that league and at the moment he makes far too many mistakes and lets far too many goals into the back of the net that should’ve been saved.”