However, Lampard insists he's committed to the Sky Blues.
Asked about the vacant Rangers job, Chelsea legend Lampard responded: "No, I just feel very happy with where I'm working and what I'm doing, and the fact that we're top of the league and I want to continue.
"I'm very, very ambitious and when I say that I'm talking about being here. I want us to be better. I think we've improved a lot. Everyone in the building's work really hard to get to where we are.
"There's a real joy in that when you come to work and you have that feeling and I want to continue that and drive it and drive it. I'm going to drive up until January and I'm going to drive until the end of the season.
"I'm very happy here, so I feel nothing of it. And I love Rangers Football Club. I grew up loving Rangers Football Club. Those rumours are just there. I'm very happy here, and I want to continue to do better."