Prior to the fixture, Lingard had trained with his new teammates only twice since joining on a one-month loan from United, however this would prove to be no boundary as the England U21 international opened the scoring after 19 minutes.
After doubling his tally nine minutes later when he latched on to a Wade Elliot pass, Lingard completed his treble when he struck a wonderful shot from the left past Chris Kirkland just after the half-hour mark.
Lingard was not done yet and six minutes after the interval, the 20-year old converted Chris Burke's cutback to cap off an amazing debut for City.
Birmingham assistant manager Terry McDermott spoke to Sky Sports after the game about Lingard.
"He went on to the pitch as if he was just playing another game with his mates at school. He then goes out and puts on a great display. Long may it continue," said the Brum number two.