Lambert grew up in the community of St. Malo, in southeastern Manitoba, and played his minor hockey in St. Malo, Steinbach, and Ste. Anne. He played one season of high school hockey in Warroad, Minnesota, before joining the Swift Current Broncos of the Western Hockey League as a 16-year-old in 1986.

Midway into his first season with the Broncos, the team bus was involved in a fatal crash that claimed the lives of four Broncos players (Lambert was not on the bus). Lambert recalls playing through the grief that season and making the playoffs as his proudest hockey memory. Two seasons later, he scored an incredible 102 points in just 57 regular-season games. The Broncos went on to win the Memorial Cup that season; Lambert was named the Most Valuable Player of the tournament. His 244 career assists stand as a franchise record.

Lambert was drafted 106th overall by the Quebec Nordiques in the 1989 NHL Entry Draft. From 1990 to 1992, Lambert split his time between the Fort Wayne Komets of the International Hockey League, Halifax Citadels of the American Hockey League, and Nordiques. He played a total of 29 games for the Nordiques, scoring 15 points. In June 1992, Lambert was traded to the Winnipeg Jets and spent the entire 1992-93 season with the Moncton Hawks, their AHL affiliate. Lambert did not play a game in the NHL that season and decided to leave to play in Finland after the season ended. He played only 13 games there before returning to North American to play for the Komets in 1993-94.

In 1994, Lambert joined the San Diego Gulls of the IHL. The team played one season in San Diego before moving to Los Angeles for one season and finally settling in Long Beach, California to become the Long Beach Ice Dogs. During his five seasons with the franchise, Lambert was one of IHL's premier defensemen, scoring 308 points in 353 games. He was named an all-star four times and received the Governor's Trophy as the league's top defenceman in 1998. He also led all defencemen in scoring twice.

Lambert signed a contract with the Krefeld Pinguine of the Deutsche Eishockey Liga in 1999, helping the Sharks win the Spengler Cup that season. After one season in Cologne, he played three with the Krefeld Pinguine, one with the Hamburg Freezers and five with the Hannover Scorpions. Lambert helped lead Krefeld to a DEL championship in 2003.

Lambert retired from professional hockey in 2009.