Two narrow defeats from their opening two matches were enough to see the Three Lions knocked out of the group stage in Brazil.
Despite England's disastrous campaign, Lambert believes that there are still positives to take ahead of the 2016 European Championship.
"It's ruthless, it's absolutely ruthless," he told FIFA.com. "It's something that I've never experienced before in my life. I've played in a lot of games, but I've never played in a tournament.
"It's hard to forget about [getting knocked out] and start looking to the future. It's going to take time to get over what's happened. When it does die down, when it does clear a little bit, then I think we can take positives."
England play their final group game tonight against Costa Rica in Belo Horizonte.