The Blues icon signed for Manchester City last summer on a season-long loan deal immediately after being snapped up by MLS outfit New York City.
Lampard, who is Chelsea's all-time leading scorer, explained why he had to move on.
"I had 13 years at Chelsea and I will always be a Chelsea boy because I played there and have so many memories," he told Channel 4.
"They decided I was moving on and at 35 you are not going to fight that. If they want you to move on you move on.
They decided I was moving on and at 35 you are not going to fight that
Frank Lampard
"Then Manchester City came in for me. It was too good to turn down. At 36, not many people get asked to play for the champions of England at the time for five months.
"I have got such a great relationship with the Chelsea fans. It hasn't broken it.
"I still have my main house in Chelsea and I go back to London a lot, I hope I won't ever lose that, I don't think I will."
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