United followed up their opening-day thrashing of Norwich to register a second successive league win, with David Fox and Ashley Vincent getting the goals before Ryan Mason's late consolation.
"I thought we were brilliant," said Lambert. "The players are full of confidence at the moment.
"The result against Norwich was sensational and I thought we were excellent again. It was there for everyone to see and we looked a handful.
"If you can get off to a decent start then it breeds confidence.
"There are some huge clubs in our division and we are one of the smaller ones by comparison, but we are up there on merit."