Lampard recently expressed his frustration at no longer being an automatic selection at Stamford Bridge and he has been linked with a move to Manchester United.
Sir Alex Ferguson has dismissed talk of a January move for Lampard and Di Matteo insisted he remains part of Chelsea's plans for the future.
"I can't see him leaving this club," said Di Matteo, the Chelsea assistant manager.
"He has been here for 10 years and he's part of the successful history of this club.
"I don't know what the future will hold but I can't see him going anywhere, he is part of our plans and important for us.
"We are very happy Frank is in our team. He's a fantastic player and has been a fantastic player season after season for this club and for his country.
"It is not a surprise other managers like him. It is not (unsettling) for us. He's old enough to deal with these kind of stories and so are we."
Chelsea have had a bid accepted by Bolton for their England defender Gary Cahill, but personal terms are still proving a sticking point.
Di Matteo is keen for Chelsea to finalise the deal for Cahill but he does not expect the club to recruit any more players during the transfer window.
"A fee has been agreed and there are on-going negotiations for personal terms," Di Matteo said.
"He has developed into a top central defender in the Premier League. He has made selection for the England team, he's a very good age.
"He would add very good qualities to our squad.
"I wouldn't expect too much to happen in this market. We are happy with the quality we have. We are very happy with the team, with the players we have."
Chelsea will be without Didier Drogba and Salomon Kalou for their FA Cup third round tie against Portsmouth, after failing in a bid to delay their departure to the African Nations' Cup.
"We tried to have them available for the FA Cup game but their coach was adamant everybody was going to be there on Saturday for the African Nations' Cup," Di Matteo said.
Chelsea may also be without captain John Terry, who has been struggling with a knee injury. A final decision will be taken on Saturday.
"He has been playing with a knock on the knee. We will have to see how he is. He has played with an injection. We will see how he feels."