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More precisely consider a L\u00e9vy process \\(Y\\) and a functional \\(V\\) of \\(Y\\). Then the lent particle method consists in first adding a particle, {i.e.} a jump to \\(Y\\), then compute some quantity related to the gradient of \\(V\\) and finally take back the particle in order to compute the carr\u00e9 du champ operator of \\(V\\) associated to the Dirichlet form. Combining the obtained expression of the carr\u00e9 du champ operator and the (EID) property, the regularity of the law of some functionals of L\u00e9vy type processes is studied in Section 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