Lampard is regarded as one of the greatest players in the club's history following a glittering midfield career that saw him win 13 major trophies.
He became the Blues all-time leading scorer with 211 goals as well as landing three Premier League titles and the Champions League in 2012.
Under the leadership of Jose Mourinho it almost became the norm for the side Lampard starred in to win silverware.
Lampard has now put his legacy on the line by becoming the boss himself - and faces the challenge of making the Blues the best team in the land once again.
Billionaire owner Roman Abramovich demands success and during his time in charge has proved he isn't afraid to dispense with those who cannot deliver.
Lampard can land his first trophy in his first season when his side face Arsenal in the FA Cup final and he admits the pressure to win doesn't bother him.
He said: "This year doesn't look the same as some recent years and when you are falling behind in the last couple of seasons with Liverpool and Manchester City, then there's a reason for that.
"There's a gap to close. We can't just claim we're going to be title contenders, even next year there's a gap to close before we start having those conversations.
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"Do we want to win titles here every year? Yes, of course we do. The fact that we're in a cup final means we're close to maybe doing that doing that this year.
"I don't mind the pressure. I'm so used to it as a player and if you took that pressure away then I would miss it.
"I don't mind that and I understand what comes with that. I put more pressure on myself than anything or anybody.
"I hope that I can bring us forward to a point where expecting titles every year includes expecting Premier League titles. We're not at that position now and that's where I want to get to - and that is going to be a process."