Lampard, who took the captain's armband after John Terry saw red in the first half, said that the Blues deserve their place in the final.
"It's one of the finest moments in a Chelsea shirt," said the 33-year-old. "I know people want to see beautiful football but with 10 men to play for 50 minutes and to be 2-0 down here and to perform like that - what spirit - unbelievable.
"That clock wasn't half slow in the second half. There was a determination about us and you get what you deserve and we were all in it together today - and what a fantastic result."
Lampard has scored three Champions League goals this season.