Chelsea lost 3-2 against Bayern Munich, but won 6-5 on aggregate.
Lampard said: “You can see the hunger and the desire. We got very close last year but lost in the semis to Monaco and we want to go one better.
“Going through is all that matters. We did the hard work at 2-1 up, maybe we were sloppy at the end but we're through.”
Chelsea manager Jose Mourinho, serving out his two-game touchline ban, arrived at Munich’s Olympic Stadium, but left before kick-off to watch the game at his hotel.
Lampard said: “I’m very pleased for the manager. We are all together, the squad, the management team and the staff.
“We missed the manager. We missed his presence in the dressing room, but we are big enough as a team behind him.”
Chelsea fitness coach Rui Faria stood in for Mourinho at the after-match press conference, and said: “Jose will be delighted with the result but he left the stands because he could not watch the match in peace.
“He went back to the hotel and watched us progress from there. The players relaxed at the end. They were worried about yellow cards and possible suspensions.”
Bayern coach Felix Magath bemoaned Lampard’s deflected first-half goal - a carbon copy of his strike in the first leg.
He said: “Another deflected goal from Chelsea. They were not better than us they were just more fortunate and clinical in front of goal.”
The Londoners, knowing an early goal would deflate Bayern’s renewed hopes, began brightly with Lampard putting Drogba in the clear within the first two minutes.
However, the Ivory Coast striker was just beaten to the ball by the imposing frame of skipper Oliver Kahn in the Munich goal. With fit-again Pizarro and Roy Makaay leading the Munich front line, Chelsea knew they could not take chances at the back and it needed a fine save from Petr Cech to prevent Pizarro’s low drive putting the Germans in front in two minutes later.
Chelsea enjoyed the better of the midfield exchanges and it was no surprise on the half-hour when they delivered a real body blow to Munich and put themselves three goals in front on aggregate.
Lampard, who scored twice in the opening game in London, put the Premiership leaders in the driving seat with another deflected goal.
Lucio deflected Joe Cole’s wayward shot past his own goalkeeper in the first leg and the German defender was at fault again. Unlucky Lucio failed to get out of the way of Lampard’s 20-yard strike and the ball cannoned off goalkeeper Khan’s foot and into the net.
Michael Ballack blazed a clear chance high over the crossbar in the 40th minute as Bayern finally began to create one or two openings.
Cech then pushed a long-range Schweinsteiger shot around the post as the hosts began to infiltrate the home defence. In the 60th minute, Chelsea almost went 2-0 up when Lampard’s free-kick fell to Damien Duff on the edge of the six-yard box but Kahn saved superbly from point-blank range.
Chelsea paid for that miss four minutes later when Bayern equalised through Pizarro. He tucked the ball home on the goal-line after Cech had been beaten by Makaay’s header.
The ball bounced off the inside of Cech’s left-hand post and ran across the line for the waiting Pizarro to apply the finish.
Bayern were now in full flow, knowing they still required two further goals to go through instead of the Londoners. Chelsea then had a double escape in as many minutes when Robert Huth deflected Bixente Lizarazu’s cross onto the top of Cech’s crossbar in the 68th minute and Eidur Gudjohnsen cleared a Ballack header off the line seconds later.
Ten minutes from time Chelsea sealed the tie when Drogbarose to meet Cole’s cross and glanced a header beyond Kahn and into the bottom corner.
But the Germans won the game on the night with late goals from Paolo Guerrero, who turned in a Schweinsteiger cross-shot from close range, and Mehmet Scholl added a winner which turned out to be too little, too late in aggregate terms.
: Kahn, Sagnol, Lucio, Kovac, Lizarazu (Salihamidzic 78), Schweinsteiger, Demichelis (Scholl 52), Ballack, Ze Roberto, Pizarro, Makaay (Guerrero 73).
: Cech, Ricardo Carvalho, Huth, Terry, Gallas, Cole (Nuno Morais 90), Makelele, Lampard, Duff (Tiago 71), Drogba, Gudjohnsen (Geremi 85).
: Manuel Enrique Gonzalez (Spain).