China and Britain are seeking to reset ties frayed in recent years by Beijing's security crackdown in Hong Kong and human rights concerns including in its troubled Xinjiang region.
The new Labour government in London is under pressure to raise human rights abuses with China but also maintain ties with a major trading partner.
Lammy met with Chinese officials including his counterpart Wang Yi in Beijing on Friday, before travelling to financial hub Shanghai.
"UK policy in the past under the last government was not consistent and what I'm hearing is that we need consistency in our approach," he told reporters on Saturday.
Lammy said he pressed his Chinese hosts on issues including Hong Kong, Xinjiang, and Taiwan, where Britain is "worried about some of the tensions that we see in the Taiwan Strait, because that is not in the interests of the global community".
"There are values, areas where the UK government and our cultural approach will be different to China's and there are important areas of national security where we will always put the UK's national interests first," Lammy said.
But he said there were also "areas where we can cooperate and collaborate with the Chinese".
"I believe what you need is more diplomacy, not less. That's why it's so important to be here as a UK foreign secretary and to keep coming back," Lammy said, adding that he would aim to meet Wang again next year.
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