Lampard eyeing European glory
The Blues came within one penalty kick of ending their quest two and a half years ago when they were beaten by Manchester United in the final in Moscow. England midfielder Lampard, whose equaliser that night ensured a shootout, has also been on the losing side in four semi-finals in the past seven years.
"I have won three leagues and quite a lot of the group have won one or more. But we have been so close to the Champions League, it does become a bit of a Holy Grail and I think the fans feel that," Lampard told Chelsea TV's Icons Christmas special.
"I would never ever go into a season without the first thing on my mind being the Premier League.
"To win domestically is the biggest thing for me but I don't want to finish my career with five Champions League semi-finals and a final but with no medal.
"It is huge but it is such a difficult competition to win. Every year, you play group games before Christmas and you start again in February and you might have injuries or you might be losing form.
"We played Inter Milan last year at a time when we were down, so there are so many little bits that have to come together for you to win it and that is what we are waiting for, that final little bit that we have missed."
Lampard is convinced Chelsea would have gone on to lift the Champions League last season had they overcome eventual winners Inter in the last 16.
He said: "Look at us in the league last year. We were on a run at the end, beating teams by six or seven goals and if we could have translated that into the Champions League last year, if we had got through those Inter Milan game and gone on and played the way we were playing at the end of the season, I think we would have won the Champions League.
"I really believe that because we were playing so well, so it is about form and fitness. You need your big players. You can't win the Champions League without your big boys, simple as that, no team can."
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