It was a big enough bind to bid the club's record goalscorer farewell when the 36-year-old wasn't offered a new deal at the end of 2013/14. Now that he will potentially be lining up against them for a title rival, fans will have mixed emotions.
The Blues have also seen Ashley Cole join Roma on a free transfer this summer, meaning two legends of the club have departed in quick succession.
Like those on the terraces, John Terry admits he has struggled to adjust.
"It doesn't seem right to me seeing them [Cole and Lampard] in different shirts. Maybe over time that will ease but it doesn't seem right," the Blues captain told Chelsea TV (via ).
"I felt lost the first few days [of pre-season]."
Things have changed dramatically at Stamford Bridge since we last saw Chelsea in competitive action. There has been a higher turnover of players than many had expected, with some surprise additions such Cesc Fabregas.
Where it has all left Chelsea, however, is in a much stronger position than they were before the World Cup kicked off in Brazil.
From title also-rans last season, Jose Mourinho's team is one that looks capable and ready to deliver on the promise they displayed during his first year back in west London.
At times, Chelsea had appeared unstoppable. When they defeated Arsenal 6-0 at Stamford Bridge in March, the title seemed theirs to lose.
It was a combination of things: adjusting to Mourinho's preferred style of play, new players being integrated and an imbalance in the squad.
Above all else, though, the transition from one generation to the next proved futile.
For a decade, Chelsea's success has been based on the original model Mourinho implemented.
Things had been adapted and tweaked over time, but on the whole, the spine of Chelsea was still the one that had guided the club to so much success, including back-to-back Premier League titles and the Champions League.
That generation has passed, though. Time has caught up with those players, and the need to replace them was paramount.
Terry, Petr Cech and Didier Drogba—who returned this summer for one last hurrah—remain, yet this is a new Chelsea.
It's admirable that the captain is willing to express his human side, showing the bond he had with his teammates during their time together at Chelsea.
This isn't a time to mourn the past, however. Chelsea's future is bright.
Throughout the dressing room are players who have the ability to not only emulate, but surpass, the success Lampard and Cole helped deliver.
With the passing of every generation, there is naturally a concern things may not be as they once were. In many cases they aren't, although for Chelsea, the dramatic changes are positive.
Mourinho has used the past 12 months to shape his young side. He's mixed things up with the addition of the experienced Fabregas and Filipe Luis in defence, complementing the talent he already has at his disposal.
From being a team in decline, Chelsea are ready to conquer the Premier League once more.
Nostalgia will always play a part in the hearts of football fans, but should Terry pine for his former teammates when the season is up and running, he need only remember his good fortune in being the man who is leading the club into what promises to be another historic generation.
Garry Hayes is Bleacher Report's lead Chelsea correspondent. Follow him on Twitter @garryhayes