Neil Warnock’s side took a first half lead through Luciano Becchio and kept their visitors at bay thanks to several good saves from goalkeeper Jamie Ashdown, but Chelsea soon took over in the second half, scoring all five after the break.
The win sees Chelsea’s place in the last four confirmed and Lampard is targeting not only a semi-final triumph, but also aiming for victory in the final too.
Speaking to Sky Sports after the match, he said: “Every trophy is a big deal. When we look back we have enjoyed all our trips to Wembley when we’ve won, so [we hope for] the same again.
“We’ve got a big semi-final, whoever we play to get through, but we’re in there, so we’ve got to keep going.”
Lampard also commented on what changed between the first and second halves, highlighting Chelsea’s increased tempo after half-time as the main difference.
He continued: “We upped it [the tempo] after [half-time]. First half we weren’t at our best, we were a bit slow.
“We gave away a silly ball which allowed them to score, but once we upped it and played up pace in our game you could see a big difference.
“We had a word with ourselves at half-time. It wasn’t the greatest preparation [only arriving back in London on Monday], but that’s no excuse, we had to up [the tempo].
“The early goal gave us the impetus to go on. I think we believed from then and we didn’t feel we could lose the game.
“Some of the football we played we opened them up and showed what we can do.”
Juan Mata also spoke after the match, echoing Lampard’s sentiments regarding the team's less-than-perfect preparation before praising the atmosphere created by Leeds fans.
“Well, I think it is always tough to play here against a team like Leeds,” the Spaniard said. “Coming back to London on Monday and then playing Wednesday, maybe that isn’t enough time to rest, but I think in the second half we showed the desire to win this trophy.
“To be honest, it was so difficult. It is a difficult stadium to play in if you are the away team. They have a very physical team as well, so in the first 30 or 40 minutes it was very difficult for us.”
Chelsea will face Swansea in the semi-finals of the Capital One Cup, with the two legs to be played in January.