Lamps, 33, has won every domestic honour going during his 11 years at Stamford Bridge.
But European success has eluded him - and he is desperate to end that long wait in the Champions League final on May 19.
He said: "I've won four FA Cups, three Premier Leagues and two Carling Cups. That's nine so far but 10 would be even nicer.
"I never expected to have this kind of success when I moved from West Ham.
"I knew Chelsea was a bigger club and it was a huge step up but what has happened since was never on the horizon at the time.
"We have to thank the owner for what's happened. We scraped into the Champions League the year before he arrived and his investment has taken the club to a different level."