Lampard said: "We go to Anfield as champions and we believe in ourselves and know we can win at Anfield.
"The manager and some of the players have won things abroad but people like myself, John Terry and Eidur Gudjohnsen are not going to be happy with a second-rate performance at Anfield. We know that being champions here is the most important thing because you are the most consistent in the league.
"Now we're in the semi-finals of the Champions League that's the most important thing for us and we want to do well."