The Blues continue their European campaign on Wednesday night, with French club Rennes visiting Stamford Bridge.
Chelsea drew their opening Champions League group game against Sevilla 0-0, before securing an emphatic 4-0 victory at Krasnodar.
Lampard’s side finished fourth in the Premier League last season and were knocked out of Europe in the last-16 stage by eventual champions Bayern Munich.
Asked if Chelsea can go far in this year’s Champions League, summer signing Werner said: ‘I hope so.
‘I think we’re in the time now when every team plays every three days. Every team who plays in the Champions League is difficult to beat.
‘We have a big squad, so many players but also good players, so we have to have the goal to go very far in the competition.
‘We are here to win the Champions League and this year is a good chance. Everyone has a lot of games and have to think about how they manage it.
‘I think we have a good chance this year or next year [to win the Champions League]. I came here to win titles.
Germany striker Werner also rated his start to life at Chelsea, having scored five goals already for his new club.
‘I think the first ten games were really good for me,’ he added. ‘I have already learnt a lot.
‘It is different to German football due to the way we play. It is a lot of fun to play here. We have a good team.
‘Since everyone has been fit and come out of quarantine, we have become a very good team. For me it makes it a lot of fun.’
Following their Champions League clash against Rennes, Chelsea return to Premier League action on Saturday against Sheffield United.