Villa have taken 10 points from their last six games, but they are still only three points clear of the relegation zone in the Premier League.
Lambert told the club's official website: "You don't want to go up there and just make up the numbers. We'll go up there and try to win the game. We're up against probably the champions-elect. But we will go there and make a good game of it.
"We know it's going to be a really tough game, with the players Man United have got. But we are playing well enough to go and try to win games. This one will be exceptionally hard. But anything can happen on any given day in a one-off game."
Lambert's side are currently 17th in the Premier League.