Despite the Raging Bull T-shirt, Lampard definitely looked more doting dad as the girls clung on to his hands.
We're betting that top of dad and daughters' catch-up list was his forthcoming marriage to Christine. We're wondering if the girls will be bridesmaids at the wedding.
The girls' mother, and Lampard's former fiancee, Elen Rives has insisted she's fine about his new engagement. At a pre Wimbledon party she said: 'It's fine. I've moved on. It's been so long.'
The 36-year-old model and Lampard separated in 2008 and she has since dated Celebrity Dad of the Year Peter Andre.
Christine Bleakley, future step-mum to Luna and Isla, has revealed she is hoping for a 'small and private' wedding back in her hometown in Northern Ireland.
The pair are said to have turned down big money offers to have their nuptials covered by a celebrity magazine, and instead want to share their big day only with close friends and family.
Frank apparently spent three months secretly planning his proposal. The loved-up couple holidayed in Las Vegas and Los Angeles and the 32-year-old footballer got down on one knee after a romantic beachside lunch in LA and presented her with a huge solitaire engagement ring. The Daybreak presenter has told friends the England midfielder's proposal was 'not very fancy' but that she cried for 10 minutes.
'It was very personal, very private actually, and we were just having a gorgeous lunch by the beach and he simply popped the question, it was completely out of the blue.'