Chelsea will look to create history when they take on Benfica in the Europa League final at the Amsterdam Arena Wednesday.

The Blues will become the first team to win the Champions League and Europa League titles in successive seasons, and Frank Lampard, who will skipper the side in the absence of the injured John Terry, insisted winning the final would be a great achievement.

"We're talking about the highest level of club football in the world and you can't have it your way every year," Lampard said about crashing out of the Champions League after the group stages.

"We were lucky enough to have a great run to the final last year and to win it, and this year we were disappointed to end up in the Europa League but the more we have been involved in it, the more we have grown to love it.

"The closer you get to a final the more you want to be in it, and we have realised this is a huge European final. We are very much looking forward to it and we want to win it."

Lampard said Chelsea will need to be at their best against Benfica if they are to pull off another famous victory, following their triumph in the Champions League final against Bayern Munich last year.

"Every game and every year is different," the 34-year-old added. "We were underdogs in Munich and the game panned out in our favour for a lot of reasons, but I have been lucky enough to play a few finals and they are very particular games.

"Small things that happen, focus and concentration, dictate the game, and whether it was Munich last year or tomorrow, we need our utmost concentration because Benfica are a very good team, as Bayern Munich were.

"For all of us who had been involved with Chelsea for a long time, that was the big trophy we had missed out on. This is another outstanding one so all of us here, including the players who have just come to the club, want to win it."

Chelsea will be without Eden Hazard and Ryan Bertrand, while Terry and John Obi Mikel are also likely to miss out.

To listen Benfica vs Chelsea Live in the U.K, click here.

Expected lineups: Benfica: Moraes; Almeida, Garay, Luisao, Pereira; Matic, Perez; Salvio, Lima, Gaitan; Cardozo.

Chelsea: Cech; Azpilicueta, Ivanovic, Luiz, Cole; Ramires, Lampard; Moses, Mata, Oscar; Torres.

Prediction: 2-1 to Chelsea