The Blues attacking midfielder would like to continue to play with the club icon next season after he broke the club's all-time goalscoring record against Aston Villa
The 34-year-old has yet to agree a new contract with the club, despite netting his 16th and 17th goals of the season to break Bobby Tambling's long-standing record against Aston Villa on Saturday.
|8/1||Frank Lampard is 8/1 with BetVictor to score the first goal in the Europa League final
"It's a thing between him and the club but, obviously, as a team-mate, I feel really proud to be playing with him and training with him and he's a very important player for us," the Spaniard told Sky Sports.
"Frank is a legend. He's a legend who is still playing for us and who is still helping the team.
"When I was playing in Spain I was always looking at him like one of the best midfielders in the history of England because I don't know how many players are able to score that many goals."
With regular skipper John Terry a major doubt for Wednesday's Europa League final against Benfica, Mata paid tribute to Lampard as a figurehead for the squad as he prepares to lead the team out at the Amsterdam Arena.
"He's our captain, he is a good leader," the attacking midfielder added. "He's so close to the people, he's always helping. It's an honour to play alongside him."