The England midfielder is almost certain to depart Stamford Bridge in the summer and Lazio has been billed as one potential destination but Lotito has played down the possibility of his arrival.
“We think first of the group and we are a cohesive group,” he told reporters.
“This team does not depend on individuals [such as Lampard]. We do not go back [into the market] for shock effect, but for men.
“We train not only the physical part of the players, but also the mind and spirit. This is a cohesive group that makes me proud.”