Lambert grew up in the community of St. Malo, situated in southeastern Manitoba, where he played minor hockey in St. Malo, Steinbach, and Ste. Anne. His high school hockey career saw him play one season in Warroad, Minnesota, before he joined the Swift Current Broncos of the Western Hockey League at the age of 16 in 1986.
Midway through his first season with the Broncos, the team bus was involved in a fatal crash that resulted in the loss of four players' lives. Although Lambert was not on the bus, he recalls playing through the grief that season and making the playoffs as his proudest hockey memory. Two seasons later, he achieved an incredible 102 points in just 57 regular-season games. The Broncos went on to win the Memorial Cup that season, with Lambert being named the Most Valuable Player of the tournament. His 244 career assists remain a franchise record.
Lambert was drafted 106th overall by the Quebec Nordiques in the 1989 NHL Entry Draft. From 1990 to 1992, he 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. Despite not playing a single game in the NHL that season, he decided to leave to play in Finland after the season ended.
He played only 13 games in Finland before returning to North America 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 relocating to Los Angeles for one season and ultimately settling in Long Beach, California to become the Long Beach Ice Dogs.
During his five seasons with the franchise, Lambert was one of the 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.
In 1999, Lambert signed a contract with the Krefeld Pinguine of the Deutsche Eishockey Liga, 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 played a crucial role in helping Krefeld win the DEL championship in 2003.
Lambert retired from professional hockey in 2009, bringing an end to his illustrious career.