Lampard scored his fifth goal for the City in 11 games during Sunday’s 3-0 win at Southampton.
He is due to head off to New York City FC in January to start his MLS career.
Manchester City are trying to get him to stay on so that they have one more goalscorer in the team to help them stay ahead of Chelsea.
The goal against Southamton in the video below shows why they are so keen for him to stay on.