Lampard moved from Derby County last summer back to Stamford Bridge.
Speaking about his debut campaign in charge to the Chelsea magazine, Lampard said: "I knew people would say that I'd got a job because I played here, that I'd only had one year at Derby, and it's a big job, and because of the [transfer] ban it was easy to give it to me.
"I knew all that, and it didn't bother me.
"I just saw it as an opportunity to come to a place that I love and give it my best shot. I was confident. I knew that it would be tough to make it into the top four, and we weren't expected to by people on the outside, but I wanted to give it a go and prove some people wrong.
"Along the way, it's been easy to cast your eye at the younger players coming into the team, but I also think some of the performances by the more experienced players in the team – the likes of Kovacic, Jorginho, Willian – I don't have to name them all, but you can go through the squad and there's been some real big plusses out of it.
"I don't want to dwell on it, though, because my next job is to look ahead."