The Stamford Bridge hero says he was âguttedâ to be ruled out of the England squad after suffering a thigh injury in training.
But he says the way the 64-year-old England boss broke the news that he was being left behind was first class.
Lampard told The Sun: âRoy made a point of coming to see me personally to tell me face-to-face.
âHe came to my room and sat down on the settee and said he couldnât take the chance on me.
âHe explained that because heâd already lost Gareth Barry and because of the make-up of the squad he had to leave me behind.
âHe said how sorry he was for me and I could tell that he meant it. I could tell he was genuinely disappointed for me.
âObviously it was a downer for me, a really gutting moment. But what can you do? I had feared as much. I actually knew I was in trouble when I first got injured."