Owls striker Winnall spent last season on loan at Derby and became a fans’ favourite there, despite missing the entire second half of the season through injury.
The Rams are searching for a replacement for Gary Rowett, who last week rubber-stamped a switch to Stoke City.
Former England midfielder Lampard is widely expected to be handed his first managerial role by County and if indeed that happens, Winnall’s future looks even more uncertain.
The 27-year-old joined the Owls in January 2017 but struggled to make an impact under then manager Carlos Carvalhal.
He subsequently joined County on a season’s loan last August and was in good form, scoring six goals, until a cruciate ligament injury in February ruled him out of the rest of the season.
Steve Nicholson, who reports on the Rams for the Derby Telegraph, says Winnall quickly won over supporters during his time there.
“When he was playing, the goals he scored were mostly winners,” he told the Star.
“He got two at Leeds to turn the game around and scored a double at Ipswich, one of them a screamer.
“The value of those goals won a significant number of points for Derby and Gary Rowett was a big fan.
“The way it was building before his injury, you could see that if he continued in that vein that Gary would probably have made it permanent in the summer.”
Rowett’s departure has only muddied the waters even further and the expected timeframe that Winnall will be out for is between seven and nine months, meaning he is likely to miss all of pre-season.
There is of course the prospect of him still forging a successful career for himself at Hillsborough, especially considering Jos Luhukay has had little to no dealing with him after arriving at the club in January.
Winnall officially returned to Wednesday last week following the expiry of his loan arrangment with the Rams.
However, the fact that Winnall chose to continue his rehabilitation at Derby rather than return to the Owls could possibly be seen as a desire to cut his ties with Wednesday, where he still has two years to run on his present deal.
Nicholson added: “When the injury happened, he was effectively Derby’s player and he was very determined to do his rehab there and that showed he was enjoying his time here.
“He was very popular with fans here and even when he was out injured, they would still chant his name.
“But the injury has made it a tricky one.
“I believe he is making very good progress from the injury but Rowett’s gone now, so it seems to be up in the air.”