The summer signing from Aalborg BK, 22, has scored one goal in just six appearances for Villa so far this season.
Despite falling further down the pecking order following the recent arrival of Grant Holt, Lambert claims that Helenius is still working hard.
"He's not frustrated, that's one thing Nicklas is not," the Scot told the Express & Star. "If you watch Helenius finish in training he very rarely misses the target. He's a young guy and he's learning."
Villa return to action next Wednesday when they host Midlands rivals West Bromwich Albion in the Premier League.