Villa picked up their first point of the season on Sunday by earning a difficult draw against Newcastle United and Agbonlahor claims that Lambert is encouraging the players to change their mentality during matches.
The striker told the Birmingham Mail: "What he's trying to build into us is that if someone gives the ball away you don't moan, you just go and win it back for your friend.
"We've been working on that a lot in training and games and I think that mentality will help.
"A lot of it is fitness, but a lot of it is being sharp as well; chasing the ball down, hunting in packs really."
Lambert's side are one place above the relegation zone after three games in the Premier League.