The Saints striker won his first cap against Scotland in August last year in a game that saw him score the winner in a 3-2 victory, and the forward could be part of Roy Hodgson's 23-man squad for the Brazil tournament this summer.
He told Sky Sports News: "It frightening to think that [I] might get there. I think I'd be lying to you if I said I never thought about, even if there was no chance of going, I'd still be thinking about it.
"To get the call-up at my age [of 31 at the time] was overwhelming. It was the best feeling in the world [making my debut] and to score was better than any other goal I've scored by a country mile."
Lambert was part of the Saints side that were beaten 3-2 by Tottenham Hotspur this afternoon.