Villa are in the bottom three and approaching a vital period in their relegation battle with a trip to Reading this weekend and fellow strugglers QPR due at Villa Park in eight days' time.
Lambert said: "You'd like to think everyone has got fight in them to win a game and it's OK to be aggressive.
"But it will take a lot of courage. You need a lot of courage to take the ball as well. You need to go and play football and not get caught up with the occasions.
"In the last few performances, we certainly don't look like a team that is playing under pressure.
"We will try and play the game and not the occasion. If you get caught up in the occasion it can certainly hurt you - but we are not lacking in confidence or any courage to compete with teams.
"I do believe we will be fine if keep playing the way we are."
"I feel we've got some momentum to be honest. The confidence is there. I don't need to lift them. I can see it in training and the last few games.
"It doesn't look like a team that is frightened of the situation. That is the pleasing thing.
"Do I enjoy this situation? Listen, I love the pressure of it. It's my job.
"Sometimes you are up, sometimes you get down, but over the whole course of the thing, you like pressure on you all the time."