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The Chelsea legend called time on his 21-year playing career on Thursday after leaving New York City FC in the autumn.
Redknapp was in charge of West Ham when Lampard made his first team debut back in 1995 and hailed the midfielder as the best trainer he ever saw.
And the former Hammers boss shared an anecdote about confusing a young Lampard for an intruder at the club’s old training ground in Chadwell Heath.