The Blues legend is the club's all-time record goalscorer and a three-time Chelsea player of the year, but is now a free agent having left MLS side New York City FC.
Appearing on Soccer AM alongside former team-mate John Terry, Lampard said he is "relaxed" about his future and yet to decide whether to call time on his playing career, with a move into coaching or punditry a possibility for the 38-year-old.
But he also admitted a move back to Stamford Bridge is not solely his decision, telling Helen and Fenners: "I'm still waiting for the five-year contract to come through from Chelsea, they haven't called yet! We used to get those easily!
"Myself and John are Chelsea through and through. Whatever happens, in some capacity I will be at Chelsea, whether that's with my season ticket watching them, but I don't know.
"I will be in very close contact, whether I have a role, that's not all in my hands so I can't go any further than that.
"I am very relaxed about it, which is a nice place to be. I'm not kind of eager that the end of my career is coming and thinking, 'What's going to happen now?'
"I'm relaxed and if the right thing comes, then I'll take it. Obviously Chelsea, I would love that, but it doesn't always work that way.
"I've taken this Christmas to enjoy family, a couple of beers and an extra turkey and I'll make a decision in January whether I carry on playing - I have a few options - or finish and move on to whatever the next thing will be."
Lampard spent two seasons in MLS playing for NYC FC, helping the club managed by former Arsenal midfielder Patrick Vieira to the Eastern Conference play-offs in his second campaign.
"I had a great time," Lampard added. "I loved living in New York, the people, the buzz of the city, I lived in Manhattan and I was so fortunate to be playing towards the end of my career in such a great city.
"MLS I love too. It's a great, competitive league and improving. The game is growing over there and I loved every minute of it."