Lampard led his side to a 4-0 win in the second round of the competition over Hull.
And now he wants to face his old club Chelsea. Speaking to Sky Sports after the game, Lampard said: "The big boys are coming in which will be a great test for us. It's a competition we want to do well in."
And he was pleased with his side's performance, saying he may have to play some of these players in the Championship at the weekend: "We will have to see, we will reflect on this one. It will be a completely different game. They will have a reaction. We can't expect it to be 4-0."