The 33-year-old levelled against Manchester United in Champions League showpiece in 2008 after Cristiano Ronaldo had put the Red Devils ahead, but the Blues went on to lose 6-5 on penalties in Moscow, with John Terry famously missing his spot-kick.
However, Lampard dismissed the claim that the defeat in Russia still haunts Chelsea, and insisted that the Stamford Bridge outfit are determined to make history by beating Bayern Munich and winning the Blues’ first Champions League crown.
“The experience in Moscow isn’t something which is traumatic every day,” said Lampard at a news conference on Friday.
“As a footballer you learn you can’t win everything but you have to learn to take positives from defeat.
“In Moscow we went through a feeling of real disappointment and we have to use that to inspire us to win this year.
“You saw the way we celebrated in Barcelona [after the semi-final second leg] – that was because we are so pleased to have another opportunity to win this tournament.”
Lampard admitted Bayern have the upper hand in playing at their home stadium, but the England international said the Premier League side are relishing their “underdog” tag.
“The atmosphere has already been amazing as we travelled from the airport to our hotel and then to training,” Lampard added.
“[Bayern] have an advantage, to play on the pitch they are used to, to change in the same dressing room as always and to have the city behind them.
“You can play about with exactly how much of an advantage it is but I think it’s brilliant for us.
“If you are an underdog that’s a motivation and if you really believe in yourself it can be a great boost.”
• Bayern have won 14 of their last 15 European home games and their victory against City left them with a home record against English clubs of W10 D5 L1.
• The only English side to have beaten Bayern in Munich are Norwich City, 2-1 victors in a Uefa Cup second round tie in 1993.
• Chelsea have won just once on their travels in this season’s competition and have already lost in Germany, 2-1 at Bayer Leverkusen.
• Bayern have won one and lost two of three previous European Cup finals against English clubs. They also lost the 2001 Uefa Super Cup 3-2 to Liverpool.
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