Lampard admitted he was relieved to reach the semi-finals.
"Yeah, it was a tough game," Lampard told ITV1. "Winning 1-0 away leaves you in a bit of a conundrum how to approach the game. We gave them an idea they could come and win the game.
"We didn't want to go too gung ho but we created enough chances tonight in the second half. We are pleased to be in the semis."
"They are the greatest team in the world. They are going to be favourites but we have a lot of belief in ourselves.
"We have to perform at our best to beat them and we believe we can do that."