The Rovers boss is no stranger to a derby himself having played and managed in several, so he is aware of just how huge this lunchtime's encounter at Turf Moor is.
But he insists that with the way Rovers are currently performing that they have every chance of geting one over their near-neighbours.
"We are going there and we will go and try and win," said Lambert.
"Don't underestimate this game, it is huge for us, we'll take a big following.
"I was fortunate to play and manage in some big derby games, it is vital because of the atmosphere, and the rivalry between the two clubs is huge.
"The lads are playing really well at this minute in time and I think we've got a really good chance.
"I know it will be a really tough game and Sean has a really good side, the team that went up is more or less the team that has come back down, so it is a really difficult game but we are playing very well at this minute.
"But I think Burnley will know that themselves, they are probably playing a different team now than what they would have done earlier.
"We'll be ready for it and lets see what happen."
Not fortunate to get a ticket the match? Then why not do the next best thing and watch the big match in Blues Bar!
Blues will be open from 9.30am serving teas, coffee, soft drinks and food, with alcohol being served from 10.00am.
Enjoy a bite to eat with breakfast butties, burgers, chilli and chips all available.
An hour before kick-off until the first goal is scored or the final whistle blows it is £2.00 for a pint of Fosters or John Smiths, and £2.50 for a pint of Kronenbourg or Strongbow.
So come on down to Blues and enjoy the big match atmosphere!