The 24-year-old midfielder scored the winner for the Villans in the 80th minute to condemn the Saints to their first defeat at home in the Premier League this season.
"I thought we were outstanding the whole game," Lambert told Sky Sports News.
"I thought [Delph's] game was fabulous, I really did. He's been terrific for me this season, but the strike was just worthy of winning any game.
"I've nothing but praise for the team who came back really strongly in the second half and won a really good game."
Villa are currently 10th in the league table with 19 points from 14 matches.