You shouldn't prune lavender at a time of year when there is a risk of frost, because frost damage to the cut end can let disease in. There are two pruning regimes recommended for it. Choose which suits you.
(1) summer/autumn prune: prune it any time from after the flowers are over to about a couple of weeks before the first serious risk of frost. I usually do it in late August with a hedge trimmer.
(2) spring prune: prune it as soon as the risk of serious frost is over.

The first generally results in more flowers, and is ideal if you harvest the flowers. The second allows you to enjoy the dried flowers on the plant through the winter.