The midfielder will fill in for the suspended John Terry as skipper on Saturday.
Usual skipper John Terry is suspended after his red card during the club’s semifinal second leg against Barcelona, leaving Lampard in charge.
“I'll be very proud to be captain tomorrow. I might take on slightly more responsibility but it won't be much different,” Lampard told reporters.
Chelsea will also be without Branislav Ivanovic, Raul Meireles and Ramires due to the trio’s respective suspensions, and Lampard also acknowledged that the task of winning will be harder without them.
“We’re going to miss them hugely. I think all the players missing have been massive contributors this season," Lampard said.
Saturday marks Chelsea’s second appearance in the tournament’s final, after losing on penalties in the 2008 edition, and Lampard insists the club can banish the heartache from four years ago by conquering the favorite Bayern Munich on its home field.
“As a footballer you learn you can't win everything and we have to use Moscow defeat to inspire us [Saturday],” he continued. “The atmosphere here is already amazing. To be an underdog is not bad if you have belief in yourself.”