Lampard can talk to new employers tomorrow after the Blues told him he was out.
Gutted Lamps, 34, has been at Stamford Bridge for almost 12 trophy-laden years.
And he said: "I've got Chelsea in me for life because of what they've done for me since I've been here. The supporters were amazing - they have been from the minute I've been here. They have always been behind me. They back their team and I can't thank them enough.
"What I hope the New Year brings for me is playing in a winning team.
"I keep trying to give my best as I've always done since I've been here and I will continue to do so."