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Willian missed last-16 second-leg tie at Bayern Munich with an ankle issue, and could have already played his last Chelsea game should he leave west London as anticipated.
Lampard insisted Chelsea have "done everything we can" to try to keep the 70-cap Brazilian at Stamford Bridge, but the 31-year-old is understood to have rejected the Blues' offers of a new two-year contract.
"It actually doesn't matter about disappointment from any party in this situation," said Lampard.
"I haven't got an answer for you (if Willian will leave) first and foremost, because Willian remains our player at the moment. In terms of being disappointed, certainly as a club I think we have done everything we can to explain to Willian. I would have no feeling of disappointment if he does move on".
