The Blues returned to London on Monday to begin preparing for Wednesday night's Capital One Cup quarter-final at Elland Road following yet another major disappointment this season, Sunday's Club World Cup final defeat against Corinthians.
And Leeds would love nothing more than to pile on the misery for Rafael Benitez's men.
Lampard is the only fit member of the current Chelsea squad with prior experience of what is one of the most acrimonious fixtures in English football.
And he has wasted no time filling them in on what to expect.
Spain winger Juan Mata, who moved to Stamford Bridge at the start of last season, said: "Lampard told me about the rivalry. He told me the Seventies was when it started.
"They are always difficult games, competitive between supporters. We just want to play and, if it is possible, to win."
Chelsea's must somehow lift themselves physically and mentally from their arduous trip to Japan for what is bound to be another war of attrition.
Lampard warned they faced being dumped out of another competition if they failed to show power and passion at Elland Road.
The midfielder said: "There's a rivalry, we're aware of it and we have to play on the pitch with passion and do the physical side of things up there, because they're going to be right at it.
"We can't expect to go up there and tap it around and get a result. We have to do both sides."
Having let four pieces of silverware slip through their fingers already this season, Chelsea's young guns are in danger of becoming a generation of also-rans.
Lampard, who returned to captain the side on Sunday following what has been an injury-hit 2012, is a proven winner.
And he bristled at suggestions more recent recruits did not possess the same mentality.
Lampard, who declared himself fit enough to start again at Elland Road, said: "You can't go and win every tournament every year.
"We've never done that. No-one does it.
"We've changed the personnel a bit this year and there's been a bedding-in process and we've changed the manager, so there's been quite a few circumstances this year.
"We just have to try to improve and play better, simple as that."
The Capital One Cup provides Chelsea with an excellent chance to redeem themselves, with Bradford, Aston Villa and Swansea the only other teams left standing if Benitez's men beat Leeds.
Lampard said: "Win this and we're in the semi-final and with the possibility of a decent draw but we've got to win the games."
That includes in the Barclays Premier League, with Chelsea's Japanese adventure seeing them slip 13 points behind leaders Manchester United.
Lampard said: "We got a result against Sunderland before we came out to Japan and its very important that we do our stuff, not just with Leeds but the Premier League games over Christmas and keep ourselves right up there."