The Saints brushed Newcastle aside at St Mary's Stadium to boost their chances of European qualification.
Lambert took his tally to 11 goals for the campaign by netting his side's second of the match against the Magpies.
"I think that's probably our best performance of the season," he told the club's official website. "Everything went right.
"To a man, we were superb. It's full credit to everyone because it was a great performance.
"We know that we're capable of that because we see it every day in training. We know what kind of players we've got and it's a pleasure to play with them day in and day out."
Southampton are back in action this Saturday when they visit Manchester City in the Premier League.