The Silkmen were also reduced to ten men early in the second half when goalkeeper Tommy Lee was sent off for a foul on Andriy Shevchenko.
Things got worse when their numbers were reduced further to nine as substitute John Miles limped off with an injury.
Further goals from Shaun Wright-Phillips, John Obi Mikel and Ricardo Carvalho secured an easy passage into round four of the FA Cup for the Londoners.
Seventy-five coach loads of supporters made their way down to London filling Town's 4,000 allocation easily and they saw their side do the unthinkable and score a goal against the Premiership champions.
Chelsea fielded their strongest possible squad with Petr Cech, John Terry, Joe Cole Arjen Robben all on the treatment table.
Paul Ince's side, second from bottom of the Football League started well, keeping their 4-4-2 formation.
The first worthwhile attack of the game came on eight minutes when Lampard's right-sided free-kick saw Mikel beaten to the ball by John Murphy, who headed out from eight yards.
Danny Swailes, the Silkmen's record signing at £40,000 has the unenviable task of marking £32million Shevchenko who, on 13 minutes, swung a poor left-footer, on target, goalkeeper Lee smothered the ball.
A minute later and Salomon Kalou blasted the ball high and wide from just outside Macclesfield's penalty area.
But three minutes later and the Premiership champions hit the opener when Kalou ran into the box and his shot was deflected into the path of Lampard, who slotted home coolly from six yards.
On 23 minutes the Blues put the ball into the net again, when Carvalho tucked home a Shevchenko free-kick, but he was adjudged offside.
Martin Bullock saw a fine daisy-cutter on 33 minutes skid inches wide of Henrique Hilario's left post to give the Londoners a slight first-half scare.
The Silkmen's moment of history came five minutes before the break.
The ball was fed across the Chelsea area and Carvalho slipped allowing Murphy, on loan from Blackpool, to ram home a right-foot shot under the body of Hilario from just inside the area.
But the Blues restored their lead 60 seconds later when Lampard latched on to a long ball and squeezed home a left-footer from just inside the Silkmen's area and also under the body of Lee.
Misfit Shevchenko burst into life a minute into the second half and he raced into the Macclesfield area only to be upended by keeper Lee, who was understandably red-carded by referee Lee Mason.
The visitors had no reserve keeper and Lee was replaced by outfield player and skipper David Morley.
Up stepped Lampard for his first Chelsea hat-trick and he struck the ball home low to Morley's right.
Kalou and Carvalho both had good chances to increase their lead, but Morley did well to save from Kalou, while Carvalho's header was well over the bar.
Murphy almost got his second, but Hilario managed to tip his chip over the bar on 64 minutes.
Kalou missed an open goal a minute later after Wright-Phillips skipped past two players wide on the right and sent in a wonderful cross. Kalou got his head to the ball, but somehow failed to direct the ball into the empty net.
But the fourth was inevitable. On 66 minutes when Lampard sent in a curling ball from the left, Wright-Phillips reacted quickest and tapped the ball home from four yards past the hapless Morley.
Lampard was replaced by Nuno Morais on 72 minutes by Blues boss Jose Mourinho.
Mikel hit number five with a right-footed blaster from just outside the penalty area on 82 minutes and with four minutes remaining in the match, centre-back Carvalho made up for his howler in the first half by firing home a smart left-footer from 12 yards to complete the scoring.