The Scot has revealed his high opinion of O'Neill, who he claims has been a mentor to him since moving into management.
"I played under Martin for five years. Martin and Ottmar Hitzfeld (his manager at Borussia Dortmund) are two of the best managers I ever played under," said Lambert.
"They are two different types of people but two of the best managers for me."
Lambert also revealed that O'Neill recommended he took the job at Villa Park this summer, having spent four years with the Midlands club himself between 2006 and 2010.