The third-place Blues are three points ahead of Tottenham, which lies in fifth, in the race for Champions League qualification, but face both Tottenham and Manchester United before the end of the campaign.
|TO BE FRANK
|LAMPARD'S SEASON SO FAR
"I think it's good for us that we're playing games that matter," he told reporters. "When you're at a club like Chelsea you're used to pressure games and you feed off them.
"I would rather be challenging for the title in the last few games than playing for the top four, of course, but it's so important for the club to be in the Champions League and we all know that.
Defender Gary Cahill, meanwhile, has set his sights on ending a second successive season on a high after the Blues' 2011-12 triumph in the Champions League.
"I hope so it can be the same as last year for me - that would be nice," the center back added. "Last season we had a great, strong finish, so let's hope we can do the same this year.
"We know what we have got to do from now until the end of the season so, we have got to start by putting performances in like Swansea and get the wins.
"It's important that we keep getting the wins but we have to be confident we can do it. It's what we have to do."