Michael Essien skewed badly wide from a great position before George McCartney, with 62 minutes gone, felled Didier Drogba in the box, and Lampard scored from the spot.
The third followed eight minutes later, with Deco rounding off a superb move with a shot from the edge of the box that flew in off the post.
Dean Sturridge squandered a great late chance to make it 4-1.
Wigan had begun the season with a superb 2-0 win at Aston Villa, but they went down in their first home game, a sixth-minute goal from Andrew Keogh, enough to give them all the win.
He headed home a precise free-kick from the Serbian midfielder Nenad Milijas, and though Wigan pressed, they couldn't find an equalizer.