Recently, Chelsea suffered a 2-1 defeat at the hands of Arsenal in the FA Cup final.
Arsenal, however, hold the record for most FA Cup wins as they have lifted the title a record 13 times.
On Sunday, Chelsea defeated Wolves 2-0 while Manchester United secured 2-0 win over Leicester City in their final clash of the season.
Chelsea were hit with a transfer ban prior to the season and they had to be content with playing talented youngsters from the academy who repaid Lampard's faith.
Chelsea will be facing Liverpool later today in the Premier League and the side would be looking to cement their place in the top four to gain qualification for the Champions League.
Frank Lampard stopped short of being critical of the VAR decisions that have gone Manchester United's way in recent matches.
Chelsea secured a 1-0 win over Norwich City in the ongoing Premier League here on Wednesday.
Christian Pulisic has talent to score goals like Salah, Mane or Sterling, says Chelsea manager Frank Lampard
The 21-year-old United States international is now Chelsea's second top scorer in the league with seven goals.
Lampard helped Chelsea to the fourth spot in the Premier League before the season was abruptly halted in March due to coronavirus pandemic.
Worldwide infections surpassed 640,000 with nearly 30,000 deaths, according to Johns Hopkins University.