Lampard revealed victory over Leeds United was his sweetest moment in a glory-laden football career.
He said: "The feeling I've had here matches anything I've had in football, the way I'm feeling right now.
"I wanted it so much. Sometimes you can want something too much, but we have done it. They say emotions are intensified when you are a manager and it is true.
"I aimed high. I was aware of the financial issues - that we would have to sell some players and bring some in, bring some loans in. To get to Wembley is fantastic."
"Getting an early one in the second half helped, too. We played attacking football and pressed them high and got the goals."