Lampard will take charge of the Blues for the last time on Sunday when Newcastle United visit Stamford Bridge.
It has been a challenging period for Lampard in his second spell as Chelsea manager, with the two-time European champions winning just one out of ten games.
When Lampard left Chelsea as manager for the first time in January 2021, he did not return to Stamford Bridge until April of this year.
“I don’t want this to sound corny but I don’t feel like it is a goodbye,” said Lampard.
“I appreciate it, it will be end of season and end of my time back but normally when you leave a club you don’t have a hurrah as a manager. You are in one day out the next and that’s fine.
“This is the corny part, I will never feel like I am saying goodbye to the fans. My career as a player and as a coach first time around and this period and it is there.
“I live close enough to the stadium and I will be back at Chelsea many times and when you take on a managerial career it doesn’t mean you will be at a club you had 13 years at as a player forever.
“I’m quite calm about it and not too nostalgic about it but certainly do appreciate the fans’ support on Sunday. More than anything I would love to give them a performance to take away for the summer and feel a bit more positive about for sure.”
