Throughout the summer, the new Saints boss has gone on record to express his interest in the Villa captain.
However, Lambert has insisted that the Dutchman should have kept his desire to sign the centre-back private, rather than using the media in an attempt to unsettle the defender.
"I think he is disrespecting when you are talking about other team's players when they are still their players. I wouldn't mind if he picked up the phone, but you don't go public on it," Lambert told reporters. "That's the thing that annoyed me the most and the stance is still exactly the same with Ron."
Vlaar, 29, joined Villa from Feyenoord back in 2012.