The 34-year-old has won 92 England caps and has scored 25 goals.
"I am very proud of my England career. With England careers, they can't always be rosy for any player especially if you are going to get towards 100 caps," he told ESPN.
"I am very proud of the games, the goals, the games I have been involved in. The only downside is that we have not won anything. That's something we all want to put right."
Lampard experienced abuse from England fans followng the unsuccessful qualifying campaign for Euro 2008.
He added: "I am pleased I didn't bail out when I was getting stick because there can be easy routes particularly when you get to 30. You are allowed to retire from that age onwards.
"I was never interested in that. Whether I carry on playing one more game or 15, I'd like to think people will say 'he was really proud to play for his country and put in a good contribution'. If they say that I will be very happy."