Let $\varphi$ be the flow of the Lorenz system with the classical parameter values. There exists a forward invariant open set $U$ (a double torus) containing the origin but not the other two critical points. The Lorenz attractor is $$\mathcal{A} = \bigcap_{t\geqslant 0} \varphi(U,t).$$ Since the origin is an equilibrium point contained in $U$, it is also contained in $\mathcal{A}$. Since $U$ is forward invariant and does not contain the other two critical points, $\mathcal{A}$ also does not contain the other two critical points.
(Adopted from Warwick Tucker's thesis The Lorenz attractor exists p. 9, bottom.)