In a new three-part Netflix documentary series titled 'Mourinho' that traces the Portuguese coach's career, the series examines the breakdown of Mourinho's first spell at Stamford Bridge, which delivered back-to-back Premier League titles before his sacking in September 2007.
Lampard, one of the club's most important players during that era, described the moment Mourinho broke the news to the squad in person.
"I remember him coming into the dressing room and he said to me that he'd been sacked," Lampard said.
"I couldn't think about how much this man had helped my career, how much I loved working with him. There were tears, which is not normal in the dressing room when a manager leaves."
Terry, Chelsea's captain at the time, went further in describing his devotion to Mourinho, and has continued to hold himself partly responsible for the manager's exit nearly two decades on.
"I would leave that pitch in a coffin for him," Terry said. "You've got grown men, tears running down their face, not really understanding why. And even still today I'm like, that's my fault. When we drew the Champions League game with Rosenborg, my man scored. If I didn't let that person score, would he have lasted another couple of years? Who knows?
"I still feel kind of responsible for that, if that makes sense. It's just disappointing how it all ended, if I'm honest. I absolutely loved him and adored him and was more upset than anyone, to be honest."
Mourinho himself used the documentary to detail how his relationship with then-owner Roman Abramovich became increasingly strained as the club's inner circle grew, despite continued success on the pitch.
"In my work, the triangle: Jose, Peter Kenyon, Roman was invaded by strangers," he said. "In the beginning, you play at Stamford Bridge, you look to the box, Roman, his wife, with one or two persons of his confidence. A few seasons later: former players, agents. These kinds of people, they know where the money is."
The former Chelsea boss also recalled a bizarre episode that further strained the relationship, describing a request relayed through chief executive Peter Kenyon for Mourinho to help Abramovich's staff win an informal five-a-side match while on his yacht in Sardinia.
"The boss is in Sardinia with these boats, and the people that work in these boats they play football against guys from the hotel, and they are losing. Can you go there to win a game for him?" Mourinho recalled being told.
"No, Peter, I have training today. I have to prepare for tomorrow; I cannot go," he said he replied, adding that Abramovich "was not happy with that."
The pair eventually repaired their relationship, with Mourinho returning to Chelsea in 2013 after turning down the chance to succeed Sir Alex Ferguson at Manchester United - a story he also revealed elsewhere in the documentary.