"The one thing that is certain is that Gareth will get the time to put it right," Lamb said. We still remain confident – myself and (chairman) Steve Gibson – that Gareth is the man to do it. We are not panicking.
"Gareth made a lot of changes in the summer and brought a lot of young players in to bring down the average age of the team considerably.
"It was always his intention to try to put together a high-energy team and it should take time to bed in but we remain confident that it is the right way to go.
"Gareth and his staff are just working hard on the training field and we are hoping that the harder you work the better the results you will get."
Lamb, who runs the club for owner Gibson, is convinced Southgate's personal qualities make him perfectly equipped for the challenge ahead despite his lack of managerial experience.
"He's coping with the pressure very well," Lamb added. "The harder it gets the more determined he is to succeed. That was Gareth as a player. He came into the game late and then played 57 times for England.
"We saw him a number of times when he was the captain of Middlesbrough when he roused the dressing room and kept the players together. He is a fighter and a winner and that is just what we need at the moment.
Boro face Chelsea at Stamford Bridge on Wednesday night but Lamb is undaunted by the prospect of facing a team who won 5-0 at the Riverside in October.
"It will be difficult at Chelsea but we have done well there over the last couple of seasons and we'll put in a good performance," Lamb said.
"One of the things about playing the big boys is that there is no problem with attitude and application. Everybody is up for it so I am looking forward to the game.
"At the moment we are playing better away from home because it takes a bit of pressure off the young boys.