The 32-year-old Saints forward made his England debut in August last year and is hopeful of making Roy Hodgson's 23-man squad for the tournament in Brazil this summer.
Speaking to Sky Sports News, Lambert said: "It's been a good season, but the best thing to happen to me is hopefully yet to come.
"I'm desperate to go the World Cup and be on that plane. It's not just up to me though, is it? I've just got to try and do as well as I can for the last few months.
"The last two years [at Southampton] have been brilliant, to be honest."
The Saints are currently eighth in the Premier League.