John Terry notched up a fine volley to put the Blues on their way only to see Wigan fight back and nab an equaliser through Olivier Kapo.
But Lampard's headed winner, coupled with Liverpool's defeat, puts the Londoners second in the Premier League with still an outside chance of the title.
Chelsea needed to start brightly and Didier Drogba almost took advantage of a Wigan defensive mix-up on five minutes when a John Obi Mikel free-kick was left by the centre-back pairing of Titus Bramble and Emmerson Boyce and the ball fell to the in-running Drogba, but the Ivory Coast striker failed to control it and the ball bounced away to safety.
A wayward Kapo left-footed shot, 25 yards out, on 12 minutes was the first effort for the visitors.
But five minutes later Wigan opened up Chelsea like a can of beans. Mario Melchiot's brave forceful run saw his ball fed to Paul Scharner, who raced clear of Alex for a one-on-one with Petr Cech. But luckily for Chelsea Scharner decided to shoot from 20 yards out and Cech did well to dive to his right and deflect the ball away for a corner.
Wigan definitely were unlucky two minutes later when Bramble saw a powerful header cleared off the line by Ashley Cole and two follow-up saves from Cech and John terry spared sleepy Chelsea's blushes.
Chelsea responded quickly with a Drogba piledriver and a Mikel 20-yard rasper, both parried away by Chris Kirkland.
But the breakthrough came a minute later from Chelsea skipper Terry who volleyed home a left-footer from just inside the Wigan penalty past a sea of players and through Kirkland's flailing hands.
Chelsea piled on the pressure and only a Lee Cattermole block on the line prevented Alex from notching number two on 29 minutes.
Nicolas Anelka then saw an effort from a Lampard corner go inches over the crossbar.
Number two seemed inevitable when, on 37 minutes, a quick counter-attack saw Lampard break free into Wigan's area, but a fine save by Kirkland foiled the England midfielder.
However the ball fell to Michael Ballack who decided to flick a header on goal, only to see Bramble pop up on the goal-line to clear.
The second half started as much as the first ended with Chelsea attacking and Drogba would have scored on 49 minutes had his clipped left-footer not been cleared away from goal, again by Bramble.
Scharner exhibited Wigan's best option for a goal on 47 minutes and once again he had a shot - this time from 20 yards out but hopelessly high and wide.
As Chelsea visibly tired, as they have done of late, so Wigan got their second wind.
Amr Zaki and Scharner fired efforts close to the target within two minutes of each other on 77 minutes gave the Chelsea faithful some jitters
And so it was justified, when on 82 minutes Kapo snuck in on the near post to steer Maynor Figueroa's left by-line cross past Cech for the equaliser.
Just as the board showed three minutes of extra time, up popped Lampard to outjump Melchiot six yards out to meet Ballack's headed pass and loop the ball into the net.
Chelsea had got out of jail in this game and just about deserved the victory.