The captain on the night savours a sensational victory for the Blues as they finally win the competition they have been chasing since Roman Abramovich bought the club
The Blues were triumphant on penalties against Bayern Munich after holding out for a 1-1 draw over 120 minutes and seeing Arjen Robben miss a penalty in extra-time.
Lampard captained Chelsea on the night and he admits finally securing victory in a competition that has been the Holy Grail for the Stamford Bridge club is something special.
He said: "It means everything – we have been trying to do this for so many years now. This is the one we really wanted and we have got it."
The England midfielder admitted it is difficult to comprehend how his side earned victory on the night, and praised Didier Drogba for his match-winning performance.
"I cannot believe it. The determination we have shown has been unbelievable. We did not play fantastically well but the main man Didier Drogba dug us out of trouble there,” he said of the out-of-contract Ivorian striker.
"He is a hero and without him we would not be here. He scores the goals in the big games.
"I would love him to stay. What he did tonight is what he has been doing all through his career."
Despite the triumph, the future of interim manager Roberto Di Matteo remains uncertain and Lampard refused to be drawn on whether he is hoping the Italian will stay.
He added: "It is not a question for this moment. He took us from a struggling team maybe going out of the Champions League and now we have won it, so just look at that.
"I am still lost for words. We should have probably lost the game with the amount of chances they had.
"We rode our luck, but you need luck in this competition if you are going to win it. Today we rode our luck but we deserved it."