Lampard was given a standing ovation when he was replaced shortly after scoring Chelsea's fourth goal yesterday.
His contract runs out at the end of the season after 12 years. Lampard said: "It means everything to get a reception like that because the fans are the club.
"This club has grown and grown during my years here and I just love the supporters and want to continue to play well for them.
"I don't know what the future holds and I'm not thinking about that right now.
"I'm under contract and I love playing here, as everyone knows."