There had been talk of the duo being sold in the summer due to their age before Andre Villas-Boas was sacked. Lampard has hit out at those critics after the pair helped Chelsea reach the Champions League final on Tuesday.
"We've got everything to show. That's what makes us top players, that what makes Didier Drogba a top player. He gets written off, comes back and scores goals that get us to this point, and I feel the same," said Lampard.
"I try to do everything to always prove [myself] and I'm very proud of what I've done in my career.
"I don't feel like I'm on my last legs, regardless, and I'll keep trying to show that every game."
Chelsea will face Bayern Munich in the final of the Champions League after the Germans beat Real Madrid on penalties at the Santiago Bernabeu.