"Considering where we are, we're in the semi-final [of the FA Cup], we know what's in front of us.
"The league is obviously huge but at this point you fight on two fronts and we have to give everything to try and do that. A club like Chelsea will always want to win these kinds of trophies, it's what we've done very well in the modern era.
"Of course, it feels like a slightly different position this year because of the circumstances of the season, but we have an opportunity and it's up to the players and ourselves to make the best of it on Sunday.
"We're playing a good team, they are in good form and whoever would await us in the final will be a good team, so the work is to be done."
Lampard was also asked about Christian Pulisic’s progress in his first season at Chelsea; in which he credited his strength and conditioning coach for a Job well done.
"Well I have seen a real improvement in his all-round game. Coming to the Premier League is very difficult because of the physical nature of the league and we have to remember how young he is and the summer he had.
"I think he found those physical demands pretty strong in the beginning and now you are seeing him deal with it better. A lot of that can be credited to himself and how he has approached it.
"He has worked a lot with our strength and conditioning coach, Adam Burrows, who is fantastic. They have worked a lot together, but it is Christian who has to take on that responsibility and he has. Physically that has helped him.
Also, just his talent is coming through. Looking forward I probably want to see more of what he has shown in recent times, which is goals and assists, because that is what the best in the world do in that position.
"I feel he has the capability to do that as he improves. That can be the edge as his game goes on and moves on levels."