Lampard was part of the Chelsea team for 13 illustrious years, winning numerous trophies and endearing himself to the fans. The club legend is also the Blues' all-time leading goal scorer.
The Englishman's team almost ruined the night for Chelsea, when Derby came close to knicking a draw on the night. After the game, Lampard expressed that he was satisfied despite his team's loss, all thanks to the warm reception from the fans.
"I'm so thankful to the Chelsea fans. They know how I feel about them," Lampard told Sky Sports, according to Goal.
He continued, "I sort of slipped out the back door when I left. That upset me a bit at the time, but it doesn't matter now.
Talking about his Derby County team's performance, the former England midfielder stated, "I'm proud. I'm not upset at all. I saw that performance and it just makes me happy."
The 40-year-old then revealed the compliments he got from the Chelsea players and staff after the game as he said, "Talking to the Chelsea players and their staff on the pitch, they were saying how good the way we were playing was. You know I respect this club but I'm proud of the Derby County players."
Pointing out certain players from his team, Lampard stated, "Tomori and Keogh have been absolutely outstanding for us all season. There are no qualms from me in terms of the actual mistakes because that can happen. Two freak ones coming along doesn't normally happen, but it did."
Revealing that he felt that his team deserved a draw at the very least, Lampard concluded, "Of course [Chelsea are] going to have the ball and control elements of the game but if you look at chances created, good ones, we had more. I think we deserved a draw on chances created, for sure."
Derby County are currently sixth in the Championship, just four points away from the top, so there may well be an opportunity for Lampard to return to the Premier League as a manager next season.