The pair will be in opposite dugouts later today.
Pellegrini was responsible for introducing Lampard to his title-winning Manchester City side in the summer of 2014, the midfielder going on to score eight times in 38 appearances under the now-West Ham manager.
“For me he was a very intelligent player," Pellegrini observed. “He knew exactly the moments inside the pitch, like how to arrive in the opposition box at the correct moment. That is not just about running. You must arrive at the correct moment, in the correct space.
“He was always demanding from himself a little bit more, so he made a great impression. As a player I knew him before he came to Manchester City, but as a person I was very proud to work with him."