A clearly crestfallen Avram Grant sympathised with John Terry after his missed penalty in the shoot-out eventually cost Chelsea the trophy.
'What can I say? We dominated the game, we hit the post two times and then we lost on penalties,' the Blues boss told Sky Sports.
'JT is the main reason we are here. We had a difficult time and he is part of the team. The team play excellently and I am very proud.
'He was great all season, he was great in the semi-final and this game. He is the reason they didn't create any chances - I feel sorry for him and the team.'
Grant, whose future at Stamford Bridge remains unclear, promised Blues fans his team would be back.
'It's not the last time you will see Chelsea in the final,' the Israeli vowed.
'You will see us back and we will win the final.'
Lampard believed Lady Luck deserted Chelsea tonight after they got back into the game following a poor start.
'Once we woke up and started playing after half an hour we hit the bar and post and looked the stronger team for sure,' he told Sky Sports.
'It's very cruel but that's football.
'We knew that once we started to pass we could start to dominate the game. We just felt very comfortable and I felt if anyone would score it would be us.'
The England midfielder also took time to offer words of consolation to Terry.
'John is Mr Chelsea,' Lampard added. 'He wants it more than anyone and not many centre-halves would stand up and take a penalty of that importance.
'John did what he did and he will be back.'
Following the recent death of his mother, Pat, Lampard admitted he was struggling to contain his emotions.
'I feel very emotionally drained,' he revealed.
'It (the final) has become almost not that important with things personally recently.
'My team-mates have been fantastic - I'm very fortunate to have them and I wanted to be here with them and win the Champions League.'