Frank Lampard says Manchester United cannot afford to lose any more games if they want to retain their Premier League title.

Chelsea continued their impressive start to the season with a 2-0 victory over Blackburn Rovers to move eight points clear of United who lost 2-1 at Arsenal. United do have a game in hand but Lampard says it is easier to lead from the front that try to play catch up.

"It is a nice gap for us," Lampard said. "It is far from over, but in the last two years it's been the other way round. We've been five points behind them and it is not easy. When you are chasing, you really can't afford to lose games.

"It is certainly easier when you are making the pace, because the points give you a bit of security."

"You have to remember Liverpool are neck and neck with us," Lampard added. "But Man United and Arsenal, who are always big contenders, are those few points behind.

"It is not easy to chase, the pressure builds up and if you drop points you fall further behind.

"It's difficult either way, because the big four don't lose too many games or drop too many points. You certainly don't want to be too far behind at this point.

"We did it last year and we made a lot of ground up. But in the end we lost the title by two points, so it feels nice to be in the lead."

John Terry hailed Nicolas Anelka as the French striker scored both goals in the victory at Ewood Park as he continued to deptuise for the injured Didier Drogba.

"He's been brilliant, when we need him," Terry said. "We've got a glut of strikers out at the minute, Didier's out, but he's come in and from day one in pre-season he's been fantastic.

"Hopefully he can continue playing well and getting the goals for us."