Lambert started his career with St Mirren in 1986 and would play for the club until 1993 making over 230 appearances for them and winning a Scottish Cup with The Buddies in the 1986-87 season as a 17 year old.

In September 1993 Lambert moved to Motherwell for £250,000 where he played over 100 times across 3 seasons before moving to Dortmund in 1996. Lambert spent just 2 seasons with the iconic German side playing 64 times, scoring 2 goals in all completions.