Atletico Madrid defeated Bayern in this midweek in the champions league match and was followed by a draw in the Bundeslliga, captain warned them they must keep up their intensity.
The former German international claimed that Bayern are not yet close where they want to be under the Italian, after their five game Bundesliga winning streak was confined.
The Bundesliga champions were beaten by the Spanish side Atletico Madrid in Champions League in this midweek, Atletcio took the lead just before to the interval in the Allianz Arena, young German Joshua Kimmich turning home a close range header.
Under the Italian now in the Bundesliga Bayern Munich is sitting in the top of the table, Lahm who was benched in their last match by the manager thinks that they are still some way off hitting the standards.
"We still have much work to do," he said. "Offensively as well as defensively we have to work. We see that we are not yet where we want to go.
"We need to get there. In recent years we have succeeded. We have now lost a game and drawn today.
"It is quite normal that we do not always go with the same technique and that has come because there are new coaches here.
"Of course we are disappointed, we wanted to win. It has always distinguished us that we do not drop points, especially not at home.
"Nevertheless, we are set [at the top]. Now there are very important matches after the break and we have to improve."