The 33-year-old captained the Blues to their first ever European Cup this season, following resilient performances against Napoli, Barcelona and Bayern Munich.
And the former West Ham man believes he and his team-mates must carry that spirit into the European Championships if they are to stand any chance of winning.
"It's been such a long time for us as individuals and for Chelsea as a club to win it. It was such a special thing. It will be something that people will remember with the best memories," Lampard told reporters.
"I'm hoping the fact we've had such a success can help greatly with England.
"There are other people here who have won the Champions League before and other players who have had good seasons and are coming here in a rich vein of form. You have to try and bring together all of the positives.
|Lampard blow for England
"We showed what can be achieved and there is nothing wrong with that feeling [of being underdogs] as long as we are focused as a group."
New boss Roy Hodgson is currently sweating on Lampard's fitness, after the midfielder picked up a thigh strain in training on Wednesday morning.
The Chelsea man was handed the number 8 shirt ahead of this summer's tournament, potentially indicating his importance in Hodgson's plans.
Lampard added: "We have to believe that we can go all the way. That's what we are here for. Every team in the tournament will say the same.
"There's a belief in the squad. Myself, looking around the players, you know that there is quality in the squad.
"We know if we can harness that unity and determination with the quality we've got, we have to believe we can go all the way. That's what we turn up to these tournaments for.