In the old testament God's personal name is replaced with the word "LORD." In the new testament the culture no longer said God's name but used the word "lord" in place of His name.
Jesus used the word Lord when quoting scripture or when quoting other people. But on His own if He ever referred to God as "lord" he would say His Father is the "lord of.." something. Jesus said in Matthew 11:5, “I praise You, Father, Lord of heaven and earth."
Some have claimed that the only time Jesus called His Father "God" was on the cross while He felt forsaken. That is only true of the direct prayers of Jesus to God, though He does call His Father "the only true God" in a prayer in John 17. However Jesus calls His Father "God" many times while speaking to others. But He does not call His Father "Lord" in this same way.
Jesus wasn't referring to God as "Lord" nor did He teach people to pray to Him as "Lord." "The Lord's Prayer" doesn't even have the word lord in it, there God is called "Our Father." Perhaps this is because scripture would refer to Jesus as Our Lord. Acts 2:36 says, "God has made Jesus Lord & Christ."
It is clear that Jesus wasn't out to paint God as a demanding authoritarian lord, master, ruler, sovereign, boss, commander, controller, etc. Jesus came to reveal God as Our Father. But not just as a father but as a better father than anyone on earth, one who freely gives His very own Spirit to live within us (Luke 11:13), & who loves us as much as possible (John 15:9 & 17:23).
In John 17:26 Jesus said the reason He came to earth, what His mission towards all mankind is, "To make My Father's character known so that the same love My Father has for Me may be shown to be the same love He has for all of you. I have come so My Father's love for you & My love for you may be in you, known by you, & experienced by you."