The 34-year-old's contract expires at the end of the season and the European champions are not set to offer the England international an extension.
Lampard consequently looks set to have the pick of future employers and he could hold talks with foreign clubs from January, with his agent, Steve Kutner, admitting: "The only certain thing is that he'll change team at the end of the season."
The midfielder, who scored twice in the recent win over Everton, has long been linked with a move to Italy, especially when former boss Jose Mourinho was at Inter Milan.
And Kutner, told cittaceleste.it when asked about a potential switch to Serie A: "We don't rule out anything.
"The most important is only the good of the player and the possibility to play again at high levels."
Asked specifically about the possibility of joining Lazio, Kutner said: "Only the facts will say if it can be the right club".
"Frank wants to play in a great team, able to fight for important goals and winning other trophies."
Kutner, though, is adamant Lampard is not losing focus amid all the speculation surrounding his next move.
He said: "At this time, Lampard thinks only of the present. That is Chelsea."
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