Rovers earned a 2-1 win over Preston North End in Lambert's first game in the dugout, but will face a tough task in their clash with the Owls.
Rovers made the decision to part company with Gary Bowyer after two years in charge at Ewood Park earlier this month, even though the club were not in the relegation zone in the Championship.
Owners Venky's managed to get their primary target in Lambert, who had been out of football since February when he was sacked by Aston Villa, and the Scot had an immediate effect on his team as they secured a 2-1 win over in-form Preston at Deepdale.
Blackburn have failed to nail down a consistent run of form this term, which has left them in the bottom half of the table after 17 matches this season. The club are on a four-match unbeaten run, which has matched their best run of the campaign.
Defensively the Lancashire club have been one of the best units in the division, conceding just 16 goals in their 17 matches over the course of the campaign. Rovers have kept six clean sheets, including three in their last six games.
Blackburn have struggled to record victories at Ewood Park this season, claiming two wins in their eight matches. Their last defeat came at the hands of bitter rivals Burnley in October, but that was their only loss since the opening day of the season.
Lambert will be determined to improve their record at home to move up into the top half of the Championship and mount a surge towards the playoff places in the New Year.
Recent form: DLWDDW
The Owls proved their credentials as a candidate for promotion to the Premier League by staging a late comeback to defeat Huddersfield Town at Hillsborough.
Wednesday went into their clash against the Terriers off arguably their worst defeat of the season following their 3-1 loss to Charlton Athletic, and Carlos Carvalhal may have feared for his team when they fell behind to Sean Scannell's strike.
However, Lucas Joao scored a late brace and Kieran Lee also got on the scoresheet to guide the Owls to the three points to continue their rise up the table. Wednesday have now won six of their last 11 matches to move into contention for a playoff place after a difficult start to the season.
Carvalhal's men boast the sixth-best record at home in the division as they have claimed five victories from the eight matches, losing just once to Middlesbrough in September.
Their form at Hillsborough has been the foundation for their surge up the table, with 18 of their 27 points coming at home, which has helped make up for the club's mediocre form on the road. Carvalhal will be wary of his team's struggles away from home and will be determined to improve to break into the top six.
Wednesday have been fairly potent in attack with striking duo Fernando Forestieri and Joao notching nine goals between them this season. The team have scored 23 goals over the course of the campaign, which has put them in the middle of the pack in the second tier.
The Owls have not been as stout at the back as they were last season, but they have still managed to keep five clean sheets, three of which have come in their last six games. However, Carvalhal and his men will know that they face a tough test on their trip to Ewood Park.
Recent form: DWWDLW
Recent form (all competitions): WWWDLW
Lambert has revealed that he will make a late decision on the fitness of Tom Lawrence, who was forced off in his side's win over Preston with a calf injury. Chris Taylor could deputise for the midfielder in the clash at Ewood Park.
Meanwhile, Jason Lowe is still out with a foot injury, but Doneil Henry has been added to the squad after joining the club on loan from West Ham United, although he is unlikely to start against the Owls.
Following his brace against Huddersfield, Joao will likely lead the line after scoring his two goals from the bench last week, which could result in Atdhe Nuhiu dropping out of the team.
Blackburn possible starting lineup:
Steele; Henley, Duffy, Hanley, Olsson; Marshall, Evans, Akpan, Conway; Lawrence; Rhodes
Sheffield Wednesday possible starting lineup:
Westwood; Hunt, Lees, Lovens, Pudil; Helan, Lee, Semedo, Wallace; Forestieri, Joao
Head To Head
Blackburn won the last encounter between the sides as goals from Adam Henley and Rhodes guided them to a 2-1 victory at Hillsborough.
There is little to separate the sides over the course of history as Rovers have recorded 54 wins in the contest, but the Owls edge them by one game with 55 victories.
We say: Blackburn 1-1 Sheffield Wednesday
Both teams are in good form in the Championship, while Rovers will be further boosted by the effect Lambert will provide in his first home game. However, the Owls have proven to be a resolute outfit under Carvalhal this season and should have enough to earn them a point in the contest at Ewood.