Many Chelsea fans were shocked when Lampard ended his 13-year tenure at the club to join City for a season long loan-deal after initially signing with MLS side New York City.
But, despite what the fans have to say, the 36-year-old still believes he is a Stamford Bridge man.
"I had 13 years at Chelsea and I will always be a Chelsea boy because I played there and have so many memories," Lampard said on a Channel 4 chat show. "They decided I was moving on and at 35 you are not going to fight that. If they want you to move on you move on. Then Manchester City came in for me. it was too good to turn down.
"At 36, not many people get asked to play for the champions of England for five months. I have got such a great relationship with the Chelsea fans. It hasn't broken it.
"I still have my main house in Chelsea and I go back to London a lot, I hope I won't ever lose that, I don't think I will."
Meanwhile, Lampard also admitted that he remains a big fan of Jose Mourinho even though the Chelsea manager was believed to be one of the main reasons why the 36-year-old left the Blues.
"He is brilliant. If you wanted to bottle a manager and get all the good bits in it, he has got them," Lampard said. "I say that because he helped me in my career a huge amount. When he came I didn't have that self-confidence, I was 25, and he brought that out of me. And he does that with all the players he works with.
"He is very good at gauging a player and he knows if you need a [lecture] he will give it to you individually or as a team on a day but if you need a little bit of love and niceness he does that as well."