Villa go to Old Trafford as 10/1 outsiders to upset United's march towards the title and with just three points separating them from third-bottom Wigan.
But Lambert's side have been no pushovers on the road, and it is four months since they failed to score in an away game.
And the manager said: "I've got no worries about going there. It's going to be a fantastic place to play football, against the champions elect.
"If you don't enjoy going playing there, there's something wrong. If you can't handle the pressure, you're not going to be a footballer. It's what you're having a career for.
"It's a game no-one expects us to get anything from but we're certainly a goal threat."
Lambert also paid tribute to his fellow Scot Sir Alex Ferguson, who is on the verge of winning a 13th championship in England.
He said: "You'd love to know how he's done it. Starting out at East Stirlingshire, St Mirren, Aberdeen where he did a fantastic job and then Manchester United. He had a hard time at United to start with but the rest is history.
"What he's done is nothing short of remarkable. I know him pretty well. I used to go and watch Manchester United training when I was out of work.
"I don't think there's a better manager. I don't think that we'll see another manager stay at one club for 27 years. Who's going to do that? He's surpassed anything anyone could do."
Lambert's side were unfortunate to lose 3-2 to United in the reverse fixture at Villa Park earlier this season, having led 2-0 only for substitute Javier Hernandez to score twice after Ron Vlaar's own goal.
The Scot believes Villa can take heart from that performance, saying: "They're used to playing that kind of football every time. They can bring on the likes of Javier Hernandez.
"We gave them a right good go that night, but they're used to doing that to teams. We were disappointed to lose but it was no disgrace."
Lambert also laughed off suggestions that United striker Wayne Rooney has struggled to perform this season, commenting: "I don't know. I think Sir Alex would know better than anyone else.
"Looking out of sorts? Oh yes, so he does! The guy's a top player, been a top player for a long time, he may not be hitting the heights of his own high standards but he's still a fantastic player."