Lambert has won seven of his 14 games since replacing Walter Zenga in November, while he has guided the club to FA Cup victories away at both Stoke City and Liverpool.
However, while acknowledging that he has been surprised by the club's recent form, Lambert is reluctant to receive any praise.
The 47-year-old is quoted by the Express & Star as saying: "It comes through the players and the supporters. It's not me being modest, I just think the game is about players and supporters.
"If you get them together, and results, and things like Liverpool, it brings everything together and the feeling becomes strong. [Am I surprised] how quick it's turned? Probably, yes. And not just what you see on the pitch but behind the scenes as well.
"From the moment I walked in the door I felt there was something special here. I think it's a brilliant club. There's an incredible feeling around the club, not just [Compton Park] but the stadium."
Wolves have moved 10 points clear of the Championship relegation zone since Lambert took charge at Molineux.