Manuel Pellegrini's side are hoping to capitalise on Liverpool's astonishing draw at Crystal Palace and put one hand on the trophy by beating the struggling Villans - but Lambert will encourage his side to play without fear.
The Scot said: "We're not going there just to make up the numbers, we're going there to try to win.
"You have to run a lot and run without the ball. We're going to have to work really hard without the ball but you also know you've got to try to win the game and that's what we're going to try and do.
"We'll go there now in a lot better place than we were before the Hull game. Everybody knows pressure can affect different people in different ways but you look at their squad and their players are world class."
On the fortunes of his own side, who secured their Premier League status with a 3-1 victory over Hull at the weekend, Lambert said: "It was major pressure. It was excruciating at times. They showed character, grit and determination to see a game through when it really mattered.
"You have to give them credit too. They are the ones in the dressing room who have to go out and perform."
Watch Manchester City take on Aston Villa live on Sky Sports 1 from 7.00pm on Wednesday