The Saints raced into a three-goal lead at St Mary's Stadium, but Norwich hit back with two goals in a minute late on to leave the home side holding on, before Sam Gallagher made sure of the win.
"Within a minute we'd gone from dominating the game completely to them trying to equalise, that's what happens in football," Lambert is quoted as saying by Sky Sports News.
"It was a strange game. It would have been very interesting in the dressing room if we'd managed to lose a three-goal lead, but we won, that's all that matters.
"It was a good display apart from the last five or 10 minutes."
The victory lifts Southampton up to eighth place in the league table.