Lingard joined the Blues on a one-month deal ahead of their clash with Sheffield Wednesday.
The Manchester United youngster scored four goals in City’s 4-1 win over Wednesday.
He said: “It’s a dream come true. To get four goals and three points on my debut is massive.
“I had a lot of pressure on my shoulders but as soon as the first goal went in I got more confident.
“You can’t beat first-team football, so hopefully they will let me stay for the season.”
Birmingham assistant manager Terry McDermott said: “Jesse was absolutely unbelievable.
“It disappointed me that he had to come off because I think he could have scored five.
“Hopefully we will get to keep him.”
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As always it is the so called “big clubs” that have splashed the most cash in the transfer window so far this summer. Manchester United or City? Arsenal or Tottenham? Who are the winners and losers of the transfer window so far?
Being an amiable guy is good for you and Jurgen Klopp is living proof.