O'Neill made Lambert, who took the Villa Park hotseat during the summer, his skipper during his five-year stint in charge of Celtic up until 2005.
The duo remain close friends to this day and current Villa manager Lambert has admitted that he often has discussions with his Sunderland counterpart.
"In management terms I am still very young, I'll make mistakes hands down, but as long as I can learn from them," he told the Birmingham Mail. "I phone the gaffer because he's been in it longer than me and I always think if I could get a smudge of his success, just a little bit, I'll be doing all right.
"There have been times when I've phoned him up for advice, and I spoke to him before I came. He said it is a brilliant club, with a massive fan base and never dissuaded me one bit. Not one iota.
"I think he had a good time here, had a lot of success and had the place absolutely rocking, so if I need help I'll definitely give him a call."
Lambert's Villa are currently 16th in the Premier League table.