Dependency Injection, IoC and Stateful Objects

Every time I have a stateful object with class properties, I resort to using a factory for that class to be used in the dependent class as such:

class Foo
{
    Dependency1 d1;
    Dependency2 d2;
    IdProcessorFactory idProcessorFactory;
    public Foo(Dependency1 d1, Dependency2 d2, IdProcessorFactory idProcessorFactory)
    {
        this.d1 = d1;
        this.d2 = d2;
        this.idProcessorFactory = idProcessorFactory;
    }


    private void DoSomething(List<int> ids)
    {
        foreach(var id in ids)
        {
            var idProcessor = idProcessorFactory.GetInstance();
            idProcessor.Process(id);
        }
    }
}

I wonder if this is the right approach. Because, since stateful objects are encouraged in an object oriented language, then one has to write a factory for each dependency if multiple instances are to be used in the dependent class. Is this the way to go or is there a better alternative?

(Please note that I am aware of the service locator pattern which is discouraged.)