Lampard has enjoyed a fine run of form in recent weeks to win back his place in Chelsea's starting lineup under interim manager Rafael Benitez.
The England international believes that Chelsea will need to show the right attitude and application from the outset to deny their West London neighbours a victory in the fourth round.
He told ITV Sport: "Any particular game away is tough, especially when you come up against lower league opposition.
"They always make it tough and it's a massive game for them so we'll have to put in a performance on the day. For the Brentford fans, it would be a huge thing for them to take us on, their neighbours, so it all adds that extra bit of spice to the game.
"I've been lucky enough to play in huge stadiums around the world, but I don't forget my roots and where I've come from. Playing with West Ham's youth and reserve teams at these sort of stadiums and in FA Cup games with Chelsea, there's always a special feel to them. With the tight changing rooms, the atmosphere of the crowd and a possible giant-killing. I certainly enjoy that challenge."
The 34-year-old needs eight more goals to overtake Bobby Tambling and become Chelsea's all-time top goalscorer.