After a Frank Lampard double in this Capital One Cup hiding of Sheffield Wednesday took his Manchester City tally to three in three appearances, Manuel Pellegrini revealed it was “not impossible” for the midfielder to stay the whole season despite being on loan from New York City.

Lampard is due to return to New York in January. Yet with the new MLS franchise being City’s sister club, the manager suggested a deal could be done to extend his stay.

Asked if Lampard could remain for all of the campaign, Pellegrini said: “We will do what is best for the team and the player. We must talk about a lot of things but it is not impossible for him to stay here. It is an issue that we will see further down the line. We will see what happens in January and we have two or three months to decide.”

The MLS season starts in mid-March. Yet after Lampard opened and finished the scoring against Wednesday to lead City into the fourth round, Pellegrini’s revelation means Lampard could play in the final, which is on 1 March.

Of whether the midfielder’s goals give him a selection headache Pellegrini said: “For me it is never difficult to put good players in the team. The problem is when you don’t have [good players]. He is a very important player for our team and maybe, at 36, he cannot play three games in a row.”

At the close Lampard had perhaps his oddest on-field experience when a young fan ran on to the pitch and attempted to take a selfie with him, after his 47th-minute opener had been the catalyst for an easy victory that ended an unwanted statistic.

Pellegrini may have described Sunday’s 1-1 draw with Chelsea here as City’s best performance but the result meant the champions were yet to win in September.

To find a “W” on their résumé one had to flick back what felt an age to 25 August when Liverpool were dismantled, 3-1, on a Monday evening at the Etihad Stadium. While the run included a break for international football, Wednesday were the fifth opponents Pellegrini’s team hoped to defeat, after failing to get the better of Stoke City, Arsenal, Bayern Munich and José Mourinho’s weekend visitors.

Pellegrini sent out a formidable XI who were led by Yaya Touré, the captain in Vincent Kompany’s absence, as City started their defence of the trophy against a team placed sixth in the Championship.

As many as 5,400 Wednesday fans had taken up the full allocation for the trip from Yorkshire and they witnessed a first half that had a tame start, middle and end.

The period had only one genuine “ooh” moment when Aleksandar Kolarov swung in a corner from the left that Eliaquim Mangala met sweetly on the volley with a heavy left boot and the ball smashed against Chris Kirkland’s post and away innocuously.

Within moments of the second half starting so did City’s goal rush. James Milner whipped in a cross and Lampard forced the ball home.

Whereupon City took control. Edin Dzeko broke his duck for the term by hitting home a Jesús Navas delivery, then the latter fired home a rocket from a tight angle.

Kamil Zayatte’s night became forgettable when he was sent off for pulling down Lampard in the area and Touré scored the penalty before

Dzeko, the debutant Jose Pozo, 18, and Lampard completed the scoring. City host Newcastle United in the next round.