"How many days can you celebrate getting married before it becomes inappropriate?!," she joked.
She wed the former England captain at St Paul's Church in Knightsbridge last weekend.
The ceremony was followed by an intimate but star-studded reception at London's exclusive venue The Arts Club.
Lampard's good friend and TV host Piers Morgan shared details of the wedding on Good Morning Britain, saying it had been a stylish wedding and "a very emotional night for Frank, (he was) very tearful in his speech, very moving."
Morgan told his TV co-host Susanna Reid: "I t was a lovely tasteful stylish wedding.
"No-one got invited until about 10 days ago, so out of the blue we all got invited, so it was lovely, about 140/150 people - a few Chelsea players like John Terry and Didier Drogba there, but actually it was a lot of their families."
Lampard, who previously played for Chelsea, Manchester City and West Ham, recently swapped the Premier League for Major League Soccer at New York City FC.
His former team-mates Petr Cech and cousin Jamie Redknapp were among the guests at the wedding, and they were also joined by friends from the world of entertainment, including Bleakley's This Morning co-presenters Phillip Schofield and Holly Willoughby.
The bride wore a bespoke gown by designer Suzanne Neville.
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