The Saints have already signed defender Dejan Lovren for £8.5m from Lyon but have found it harder to attract other players, as they were reportedly turned down by Radja Nainggolan, Victor Wanyama and Pablo Osvaldo.
"We're more than confident in the team we've got now but hopefully the gaffer is going to bring in a few to improve us as well," Lambert told the club's official website.
"It's ideal to get people in at this stage. As a player, you can't underestimate how important that is. Thankfully we've got a good lad and a good defender in, and hopefully we can get a couple more in."
Lambert scored 15 goals in the Premier League last season as his side finished