Their Carabao Cup tie against their League Two opponents at Stamford Bridge will hand Lamps the perfect opportunity to experiment with his side.
Anjorin, 17, is viewed as one of the brightest prospects in the academy following a string of impressive performances in attacking midfield.
He has started the season in electric form with five goals in seven appearances and is set to be rewarded by being handed an opportunity to further impress with the senior squad.
Lampard is expected to ring in the changes that will see Callum Hudson-Odoi make a highly-anticipated injury comeback.
The England winger, who penned a lucrative £180,000-a-week contract extension earlier this month, has been out of action since April with an Achilles injury.
And he will be joined by right-back Reece James who is braced for his first-team debut.
The England youngster and academy graduate has finally recovered from ankle surgery and Lampard confirmed they will play a part.
He said: “[Hudson-Odoi and James will] be involved on Wednesday night, they’ll be involved.
“We certainly need to look at players who haven’t been playing as much against Grimsby.
“We’ll pay them due respect, but it certainly is minutes for certain players who haven’t been there.
“Callum is on the road to recovery. It was a long injury so he needs game time.
“And Reece, similarly, so yeah there’ll be some different changes but I expect the same level of performance.”
Billy Gilmour, who made his Premier League debut against Sheffield United earlier in the season, could also feature in Lampard’s starting XI.