Palace recently held the Gunners to a 2-2 draw at the Emirates but last week they lost their Premier League encounter at home to Leicester City.
And given the form that Chelsea are currently, Lampard expects nothing less than three points from his players when they take the field on Saturday.
But according to pundit Charlie Nicholas, Palace have been a force to reckon with on the road and will surely cause a few headaches to the Blues especially if their key players decide to turn up.
“Crystal Palace are a better side away from home,” Nicholas wrote on Sky Sports.
“Roy Hodgson has done a fabulous job when you consider he hasn’t really got a striker on the books. Christian Benteke’s goal record tells you everything, although Jordan Ayew has four goals this campaign.
“Palace just keep plodding away – Gary Cahill has improved them. Wilfried Zaha likes to turn up in these games. Mason Mount may be out, but Christian Pulisic is two-footed, has lovely balance and is a great finisher.
“Chelsea had a wonderful comeback against Ajax – they should have seen the job off and they didn’t in the end.
“Tammy Abraham is a bit cold and not getting into the areas that matter as such, but Willian has been playing well.
“I think Chelsea will get over the line but it will be a tight one.”
A win for Palace would take them to 18 points in the Premier League which could be enough to keep them in the 5th spot given all the other teams above them perform badly.
A win for Chelsea could take them to the second spot if both Leicester and Man City lose their respective matches this weekend in the league.