The Blues are in the final of the FA Cup and Champions League.
Lampard told the Sunday Mirror: "There is no question that we have two great finals coming up. For me the FA Cup Final has always been a huge game, even going back to when I was kid.
"They have shown in their cup results that they can handle the big occasion. It is probably true to say that neither team has done as well in the league as they would have hoped.
"And three months ago we didn't know at Chelsea where we would be going. Now we are facing six fantastic, tough matches in the Premier League, the FA Cup and the Champions League Final.
"It is for a time like this that you come into football.
"We have had some great battles with Liverpool over the years - and this one will not be any different."