The 35-year-old's future was under question last year, with interim manager Rafael Benitez willing to let his contract run down and expire at the end of the season.
He was approached by several American franchises regarding a move across the Atlantic, but Lampard was offered a new deal upon the return of Jose Mourinho as Blues boss, something that he is grateful for now.
"It wasn't a big secret I wanted to stay anyway, it was just a case of trying to play my best and make sure that happened," Lampard said in The Sun.
"Fortunately enough it did and I haven't looked back. I'm very pleased to be working under the manager again because he's been brilliant for me and my career. I'll never forget that.
"If I hadn't have been at Chelsea then Champions League nights wouldn't have been possible and possibly England, either. Jose has always said about me trusting him and him trusting me and we have a decent relationship. I'm just trying to stay fit and contribute."
Lampard has made 12 appearances for Chelsea this season, scoring twice.