Pardew was in charge of the Saints when Lambert signed on at the St Mary's Stadium in a deal worth £1m from Bristol Rovers back in 2009.
Despite the fact that he has since moved on to manage Newcastle, Pardew has insisted that he is still happy to see Lambert scoring goals on a regular basis in the top flight.
"Absolutely [there is a sense of pride]," he is quoted as saying by the Daily Echo. "He had only been with me six weeks and I said to him 'you could play in the Premiership.' I don't think he really believed me if I'm honest.
"I said it in a kind of strange way as I knew he'd want more money so I said 'the next couple of years you could get there.' He was brilliant. He's a real handful.
"I put him above Holt personally. No disrespect to Grant Holt but I think Rickie's got more about him and he's proving that."
Lambert scored one of Southampton's goals as they were beaten 4-2 by Pardew's Newcastle yesterday afternoon.