After holding their own for the first half, Wednesday shipped seven second-half goals as City remain on course to retain their Capital One Cup title.
Pellegrini's side scored 156 times in all competitions last season and, after enduring a slow start to this campaign, the Chilean welcomes more goal-laden displays.
"I really enjoyed that because tonight we saw the team that we were used to seeing last year," he told BBC Sport.
"We have not been scoring so many goals at home so it is the first game we have returned to the team that everyone saw here last year.
"It is important to try to retain the trophy but the most important thing tonight was to play like we did."
Wednesday's Kamil Zayatte was issued a straight red card for fouling Lampard at 3-0 down.