Despite the arrival of veteran Thiago Silva, Zouma has been a mainstay in the Blues defence this season.
The Frenchman has started four of Chelsea’s five Premier League games, scoring two goals in the process.
According to The Athletic, an enquiry from Everton on Zouma was blocked by boss Lampard.
The Toffees are also said to have asked about Antonio Rudiger, but were put off by the west London club’s demands.
The Germany international has not yet featured yet this season, and was close to sealing a move away from Stamford Bridge in the summer window.
Chelsea’s terms to send the 27-year-old out on a season-long loan included a £5 million loan fee and for his wages – said to be around £150,000 a week – paid out in full.
‘Naturally, I looked at a couple of options in the two weeks before the end of the transfer window. There was a possibility of a loan deal, in order for me to get more game time. Due to many different reasons and the shortage of time, nothing materialised in the end.’