The Republic of Ireland legend is a free agent after leaving Los Angeles Galaxy, and he has acknowledged that he has had a number of offers from Championship teams looking to sign him in January.
However, Lambert has said that he is not looking to add any more attackers to his squad, despite their struggles in front of goal this season.
The Scot is quoted by the Express & Star as saying: "There's no denying he's an absolutely brilliant player who's had a great career, but you've got to move on as well at certain times.
"It's not something I've inquired about. I've got Nouha Dicko, Joe Mason, Jon Dadi Bodvarsson, Bright Enobakhare, Andreas Weimann and young lads who, if they can have a career like Robbie Keane, will be doing great. At the minute I'm delighted with the strikers I've got."
Wolves are likely to hand a debut to Weimann against Norwich City on Saturday afternoon after signing the Austrian international on loan from Derby County.