The veteran midfielder is anticipating a difficult match against the Portuguese giants, while his Blues team-mate Petr Cech thinks their opponents have improved from last season
"We have to concentrate to get the result. Benfica are a good team as Bayern were in Munich," Lampard told reporters.
"We were disappointed to be in the Europa League but we wanted to progress and it's a huge European final."
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He added: “The record helps me in being confident. It was a special day for me but tomorrow is different and I have to prepare.
“All of us here want to win this for Chelsea. I don't know what my future holds but it's all about winning the game.'
“There are tough times in all seasons but we're in a position where we've qualified for the Champions League and have a big final.”
Meanwhile, Lampard’s Blues team-mate Petr Cech thinks being labelled favourites to win the final is insignificant, and he also believes Benfica’s current side is better than last season’s vintage.
“Being considered a favourite or not doesn't matter. You have to perform for 90 minutes whatever,” he told reporters.
“Any season you reach a European final and win it has to be considered a successful one. We used the Champions League disappointment as a motivation to do better.
“This season the Benfica team is a step ahead of last season. They’ve had a very good season.”