The 32-year-old will captain England for the friendly against Denmark on Wednesday, due to injuries on Rio Ferdinand and Steven Gerrard.
“I am very proud, it is quite unexpected,” stated Lampard.
“I’ve been in the squad for a long time time now and I’ve go to a point where I am one of the old stagers. It will be one of the proudest moments of my career.
“I’ll try and do what I do for Chelsea. I’m not going to change just because of the armband. The team will always need leaders and I will try and do my usual job but try and have an influence on the team.”