Grief is a form of madness. It is one of the two forms of madness that very few of us avoid in the course of a lifetime; the other is the state of being in love. Both of these are transitional phases: through being in love, we pass, if we are lucky, to the sustained, richer, saner and enduring state of merely loving. Through grief, we reach an enduring sadness that enriches our lives.

Grief affects different people in different ways. The madness was on Frank Lampard on Wednesday night when he played for Chelsea against Liverpool in the semi-finals of the Champions League. His mother died last week aged 58. He ended up taking the penalty that decided the game: a glorious blow for the forces of life and optimism and against the inevitability of death.

It is not especially remarkable that Lampard wanted to play. When the madness of grief is on us, many of us feel actively impelled to seek a kind of normality, a reassurance that life carries on, a forced reminder that the terrible fact of death does not put an end to absolutely everything we have ever known. The best way to do this is to go to work.

In times of death, we seek the distractions of life. Kicking about the house feeling like hell is a bad idea for most of us. One of the reasons that we have evolved the funeral is that it gives the bereaved such an awful lot to do. You can't sit about moping when there's 200 sausage rolls to buy and the hymns to choose. For many people, it's only after the funeral that the grief really kicks in.

Most of us feel a need to go back to work as soon as possible; to be up and doing. Naturally, we dread the clumsy condolences, and we have to accept that we will be ever-so-slightly shunned. With the best will in the world, your colleagues will treat you as if you have a mild but unmentionable disease. You are a person who has been touched by death; the living have a natural aversion to this.

But Lampard went to work, all right. Back to training as soon as possible, back to the dressing-room and the sweat and the naked men, and no doubt, after the wringing handshakes had been exchanged, the normal banter made a tentative beginning again.

So you're back home and life is continuing and then comes the blessed relief of action. Once the body is working hard and well, thought becomes impossible: a sweet relief. Me, after a recent family loss, I found deep solace in mucking out the horses. But it is one thing to go to work, quite another to go to work in front of 40,000 people and before the eyes of millions more, all of whom know at least something about what you're going through. This imparts a certain self-consciousness, a certain feeling that you are the subject of the morbid curiosity of half the world.

Playing would not have been a problem. Thinking clearly in the heat of the action would not have been a problem, because in high-tempo sport, conscious thought is mostly abandoned. But playing before a vast audience: that's where the courage comes in. It was in the willingness to make himself vulnerable in the eyes of the world that Lampard showed his emotional strength. Football is an emotional game: in the turbulence of a high-stakes football match, it is not physically possible to keep emotions under strict control.

Going back to work was not Lampard's greatest achievement. We can all go back to work, it is the best specific against prostration by grief. I wrote a column on the day that my mother died, but claim no special credit for this, not unless it was a good column. It probably wasn't, just as good as I could make it.

So let us not give all that much credit to Lampard merely for playing. Rather, let us give him a great deal of credit for playing well. It's something to do with the team thing, that terrible fear of letting people down. It is this, rather than the seeking of glory, that prompts so many of the most extraordinary performances in team sport. It wasn't that Lampard wanted to be there for himself; more importantly, he knew that he would not be able to live with the fact of a defeat in his absence.

On, then, to the moment of truth. The penalty. It was not enough to be a part of this great match: Lampard had to take the decisive role as well. Perhaps it was some strange anger at life that caused him to take the ball from Michael Ballack - who had scored a majestic penalty against Manchester United a few days earlier - and take the penalty himself.

So far so courageous, but in sport, the truth is in the action. It was not the taking it that was brave, it was the fact that the penalty was a good one: the goalkeeper comprehensively beaten, the shot controlled and accurate, the technique holding up despite the pressures imposed by the circumstances of the match and of his own life.

Then the tears, the heaven-bound kisses, the messages to the still living dad, all the stuff that we were privileged to pry on and spy on. But pictures of a man in tears don't make the point: most of us cry when we are bereaved. That's our job. It is not Lampard's tears that we must salute, nor is it the fact that Lampard chose to play: most of us would at least want to play. It was again the fact that Lampard played well, took the big decision and carried off the penalty. Now that, truly, was remarkable.

At times of bereavement, we see life with a special clarity. We see where our priorities have been warped, see how we should adjust our lives, see how we could deal better with the loved ones that remain to us. But grief also fills us with a horrible mix of things beyond our control: a merciless guilt, an unreasoning anger, a temptation to give up on life, a thirsting for revenge (but against whom?) and, above all, a wrestling with the extraordinary, the utterly unacceptable fact that one day a person you loved was there and the next day she wasn't. Even after a long illness and every chance of preparation, this last truth comes as the most devastating shock.

You long for a chance to set the wrongs of the world to right, at least in some symbolic form. You long for a victory, not over Liverpool, but over death. And that's how that penalty felt: as a tearful, sad, joyous expression of the ultimate truth, simultaneously profound and banal, that life is there to be lived, that it can bear any amount of sadness, and that, in the face of all evidence to the contrary, in the eyes of a man in the grip of grief, it goes on.