The 37-year-old English Premier League midfield legend, who plied his trade to much acclaim with Chelsea, recently swapped the English capital with what some call the capital of the world: New York.
Lampard joined one of Major League Soccer's newest sides, New York City FC, last summer, after a somewhat protracted delay saw him first train and then play with Manchester City, who, along with NYCFC, also fall under the City Football Group umbrella.
He made his eagerly awaited debut in August, scoring his first goal a month later, though the team failed to make the MLS playoffs.
And Lampard, who won 13 trophies during a 13-year spell with Chelsea, is acutely aware that a similar story in the 2016 season would not be acceptable, especially with New York City FC boasting a squad containing World Cup winners Andrea Pirlo and David Villa.
"We had a difficult first year," Lampard told CNN. "We didn't perform as well as we could have done so I'm looking for improvement.
"We all want to make the playoffs, we want to try and win. I think we've got the squad with the quality to do that, so we have to go and show that."
It's been a better story off the pitch, not only for the strides made by the MLS side, but the ease in which Lampard has settled down.
"I was ready for a competitive league and great life experience. And I think I've got all of that," said Lampard, who started his career at West Ham. "I felt very much at home. Instantly actually. And I've enjoyed every bit.
"I didn't miss home and I'm very much a home boy. I love London, I love where I come from and will be back there, it will always be my first home. But my experience in New York for four or five months last year I completely enjoyed."
The MLS season will be in full swing when Lampard's home nation head for France to take part in Euro 2016, which starts on June 10.
And despite not being involved in a major tournament for the first time since the 2002 World Cup, Lampard will take a keen interest in how England fare.
"I think we've got an exciting team," explained Lampard, who represented his country 106 times. "I think there are a lot of players that have announced themselves in the last 18 months, that are going to make it really exciting for England fans.
"This tournament may be slightly early for them. I think we've got a good tournament in us over the next four to six years. But it's great to have some exciting players in the England squad."
Pressed further, one name in particular springs to Lampard's mind when it comes to "exciting."
"I really like Dele Alli," he said. "He's had a great season at Tottenham, and scored on his debut for England.
"I love midfield players who get into the box and score goals. They're all-rounders and I see a huge talent in him and a level head as well."
Alli, still only 19, has made a big impact in his first season in England's top division, scoring seven times in the EPL and establishing himself as a first-team regular at Tottenham.
The London club sits just two points off EPL leaders Leicester and is searching for a first league title since 1961.
Its attack is led by Harry Kane, another young Englishman who has caught Lampard's eye.
"Harry Kane -- he's not exactly new news as such -- he had a great year last year but it will be great for him in the international scene to sort of set his story and score some goals in a big tournament," he added.
"Raheem Sterling is an exciting player who's still young and now playing for a big club [Manchester City].
"These are all forward thinking players and exciting players. It's up to them now -- they need to prove it on the international stage."
The Vieira factor
Lampard also predicts a bright future for both MLS and the United States national side, telling CNN the USMNT could even win the World Cup within 15 years.
He is glowing about the new man at the New York City FC helm this season -- Patrick Vieira. The former Arsenal and Inter Milan star won the 1998 World Cup with France and the European Championship two years later.
After a two-year stint coaching Manchester City's development squad, the 39-year-old landed in New York in January for his first fully-fledged management job.
And having played many times against another EPL midfield colossus -- Vieira also has three English league titles to his name -- Lampard knows exactly what the Frenchman will offer the fledgling franchise.
"He'll bring experience," he said. "He was a great player for many a year so he'll bring that naturally.
"I know he's worked very hard at Manchester with the young players, he's earned his coaching stripes and he'll get respect -- everyone knows what he's achieved in the game. Everyone hopefully will lift their game up for him.
"I enjoyed playing against him, I enjoyed working alongside him at Manchester City and I look forward to having even more of a close working relationship with him."