The given function \( f(x) = \lambda e^{-\lambda x}, x > 0 \) is an exponential density function with rate parameter \( \lambda \). The mean \( \mu \) of an exponential distribution is the expected value of the random variable \( X \), which is calculated as:
\[
\mu = \int_0^\infty x \lambda e^{-\lambda x} dx
\]
This is a standard integral in probability theory, and the result is:
\[
\mu = \frac{1}{\lambda}
\]
Thus, the mean of the given exponential density function is \( \frac{1}{\lambda} \).