The midfielder opted for a change in his career by joining new MLS franchise New York City FC in the summer.
Before joining up with the American club, the former England international decided to sign for Manchester City on a six-month loan deal.
"I was at Chelsea such a long time that you just go on auto-pilot in the end," ESPN quotes Lampard as saying. "You drive in every day, you know everybody behind the scenes.
"It was a tester for me to be honest. I didn't have to make this decision, but it was a very good opportunity for me to play at this level and train at this level, and it's a personal test to come up to Manchester. I was in very much of a comfort zone at Chelsea. It's good to test yourself in life."
Reports have claimed that City may extend Lampard's loan beyond the January expiration date, but it is believed that New York City expect the midfielder to turn up for pre-season training.