The 36-year-old admitted that he and his father Frank Snr spoke with QPR boss Harry Redknapp - who gave him a first-team break at West Ham in 1996 - about staying in the Premier League after he left Stamford Bridge at the end of last season.
"We had some conversations and so did my dad," said Lampard. "I think my dad spoke to Harry quite a lot. But it wasn't really an option for me.
"I had 13 years at Chelsea and it's something very dear to me, so it would have been difficult to play for a club so close. From that point of view coming out here to New York is a good option. It's a new start.
"I was aware before the World Cup that I was leaving Chelsea. I had a decision to make and I didn't want to make it during the World Cup, even though I was thinking about my future.
"I've only made the decision very recently but I've been handed something which is an outstanding opportunity.
"There were other options, yes. Some in England, other parts of the world but this was the one that always stood out to me. The idea of coming to this city and playing for a new team with a really good vision for the future, it just made it easy for me. It wasn't a hard decision."
For the big stories and the banter follow us on Twitter: @tribalfootball