He played junior hockey for the Swift Current Broncos. In his last year, 1988-89, Lambert won the Bill Hunter Trophy (WHL), the Stafford Smythe Memorial Trophy, and the Memorial Cup. Despite this impressive season, he was only chosen 106th overall by the Quebec Nordiques in the 1989 NHL Entry Draft. His small size (5'8") led many to question his durability and toughness. He spent one more year with the Broncos.
Lambert split the 1990-91 season between the Halifax Citadels, the Fort Wayne Komets, Canada's team at the 1991 World Junior Ice Hockey Championships, and one game with the Nordiques. The next season he got into 28 games for the Nordiques, scoring 6 goals and 9 assists. He was traded to the Winnipeg Jets for Shawn Cronin.
In 1999 Lambert went to Germany where he played ten full seasons. He retired in 2009.