Lampard has failed with his last two efforts from the spot, first for Chelsea in the FA Cup final and then last week in Graz as England struggled to overcome Japan.
Given his desire to take on any additional responsibility, it would have been no surprise if Rooney had been banging on Fabio Capello's door wanting to know if there was any chance of being installed as Lampard's replacement.
But Lampard insists the Manchester United star has kept his distance.
And, despite his recent failures, the midfielder retains enough confidence to carry on.
"Wayne hasn't made an issue of it. Actually, he hasn't said anything. No-one has," Lampard said.
"I heard the manager had said I was still the penalty taker and I am happy with that. I still have the confidence.
"It is a fact of life that you can miss occasionally."
Lampard admitted he struggled to recall the last time he missed two on the trot, but does not necessarily view it as a bad thing.
The 31-year-old is acutely aware that at some point in the next five weeks, either in general play or one of those dreaded shoot-outs England have never won at a World Cup, he will be asked to score from the spot again.
"I missed in a friendly, which was a little reminder," he said. "I will practice them here and go back to basics a bit.
"Despite what has happened I am very confident with myself. I have the inner strength to take it on the chin.
"When I pick up the ball I believe that I will score."
Lampard, meanwhile, believes a combination of high altitude and the new Jabulani World Cup ball will cause chaos in South Africa.
A series of goalkeepers have condemned the lightweight ball introduced specially for the competition, which seem to deviate in the air.
England used one for the first time against Japan in Graz, when Lampard was almost one of the early beneficiaries with a 40-yard effort that dipped viciously.
Together with the reduction in air, that Fabio Capello took steps to compensate for by organising a two-week training camp at altitude in Austria, the potential for mistakes is huge.
And Lampard admits it could be a memorable World Cup, purely for the number of spectacular goals being scored.
"The altitude won't be a problem," said the Chelsea star.
"In terms of the breathing and how it saps your energy, I haven't noticed too much difference to Austria.
"There is a bit of heat out here as well but we will become accustomed to that and it won't be an issue.
"But the ball moving around will be an issue because it moves a lot more. The goalkeepers will tell you that.
"You can see it when you strike the ball. There are going to be a lot more spectacular goals and could even be a lot more spectacular misses with the way the ball moves about."