On 2 February 2015, Lingard joined Championship club Derby County on loan until the end of the season. He made his first start on 14 February, against Reading in the FA Cup.
On 7 November 2015, Lingard scored his first senior goal for Manchester United in a 2–0 win against West Bromwich Albion at Old Trafford, opening the scoring with a shot past Boaz Myhill from outside the penalty area. On 12 January 2016, he scored against Newcastle United in a 3–3 draw at St James' Park, with a finish that went between the legs of the goalkeeper after a reverse assist from Wayne Rooney. He added his third goal of the season on 2 February against Stoke City in a 3–0 victory with a closer range diving header from a cross by Cameron Borthwick-Jackson. On 7 February 2016, Lingard scored his fourth goal of the season in a 1–1 draw against Chelsea at Stamford Bridge, breaking the deadlock with a spin and shot inside the penalty area. On 21 May 2016, Lingard scored the winning goal for Manchester United in the 2016 FA Cup Final against Crystal Palace, having come on as a second-half substitute for other goalscorer Juan Mata.
After Michael Carrick and Jamie Vardy withdrew through injury, Lingard received his first call-up to the full England squad, for a friendly against France on 16 November 2015. He did not appear in the match.