The Blues beat Bayern Munich 4-3 in a penalty shoot-out after the final at the Allianz Arena had finished 1-1 after extra-time.
Lampard scored one of Chelsea's four successful penalties and the 33-year-old, who joined from West Ham in 2001 and captained them on Saturday night in John Terry's absence, savoured the club's glory night.
He said: "I can't believe it. The determination we've shown... we didn't play fantastic but the main man Didier dug us out of trouble there.
"He's a hero. Without him we're not here.
"He scores the goals in the big games."
Of the club's triumph, Lampard said: "It means everything.
"We've been so many years trying to do this.
"This is the one we really wanted and we've got it."