Lampard was seen sitting with agent Steve Kutner and David Beckham at an LA Galaxy match last week, but the 34-year-old has stated that his visit to Los Angeles was only a holiday.
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Despite facing the final year of his £170,000-a-week contract with Chelsea, Lampard has announced his allegiances to the club that he joined from West Ham in 2001.
"There's nothing in that [LA Galaxy links] at all," Lampard told The Sun. "I'm here in Los Angeles on holiday with Christine [Bleakley]. We got engaged here last year and we love it over here.
"Steve's [Kutner, his agent] over here a lot on music and football business, he organised a box, so we could go to see the Galaxy game.
"Becks was suspended for the match, so he came and sat with us and we had a good laugh, that’s all."
Lampard is all set to start pre-season training with Chelsea next week, despite picking up a thigh strain at the end of May.
"Now I'm really looking forward to getting back to Chelsea. I'm feeling fit and fresh and I'm raring to go.
"My thigh strain is completely healed now and maybe missing the Euros was a blessing in disguise for me.
"I had a full summer off and I'm ready to go back to start the hard work for the new season.
"We've more to look forward to with the Super Cup and World Club Championships."