“I’m absolutely appreciative of the opportunity I had to manage Chelsea,” said Lampard.
“It was an incredible time. Everyone knows how I felt about the club.
“Football has consumed my life, firstly as a player and then as a manager. Nobody wants to lose their job.”
He added: “From the restart onwards, to the time I left, to not have fans… I absolutely missed them.
“I knew as a player what it meant to me and I knew the effect it has on games. It all felt like the edge was taken off.”
Chelsea are away to Crystal Palace on Saturday evening as they look to leapfrog fourth-placed West Ham, who are one point ahead in the race for the Champions League places and host third-placed Leicester on Sunday.