"Chelsea executives told Frank in Japan during the Club World Cup, then again reconfirmed with me after the Everton victory, that in no circumstances will he be offered a new contract at the club," Lampard's agent Steve Kutner told the Daily Mirror.
"Nothing since has changed in any respect."
Lampard, 34, scored both goals against Everton in a 2-1 league win at the end of December and Chelsea fans have chanted 'Sign him up' throughout recent matches.
He became Chelsea's joint second highest goal-scorer of all time on Saturday when he converted a penalty in a 5-1 FA Cup third round victory at Southampton.
The goal put him on 193 career goals for the West London club, level with Kerry Dixon and behind Bobby Tambling who scored 202 between 1959 and 1970.
Lampard joined Chelsea in 2001 and his contract runs out at the end of the season in June.
The club's billionaire owner Roman Abramovich appears set on him going, however.
Lampard said after the Everton game that there had been no talk about a new contract over the past few weeks.
He could now be tempted to see out his career in the United States, following the example set by former England captain David Beckham at the Los Angeles Galaxy.