Villa were firm favourites to book a place in last season's Wembley final but
it was the then-League Two Bantams who progressed 4-3 on aggregate to compound an already miserable campaign for the Premier League club.
Lambert, since boosted by several new faces and the retention of star striker Christian Benteke, has watched a new-look Villa emerge at the start of this term and is confident of avoiding another League Cup shock on Wednesday.
"The disappointment after the Bradford game was huge for us," said Lambert, ahead of the second-round tie.
"Everyone thought when we drew Bradford it was a foregone conclusion that we were just going to go through. We played ever so well in the rounds leading up to that - we went to Manchester City, Norwich and Swindon and won.
"Then we had two legs in the semi-final and got beat. On top of the league games we were losing, there was a lot of pressure, but credit to the team as they turned it around and the last three or four months of the season they were excellent.
"I don't know if it's about exorcising ghosts, there's a different feeling in the football club this time, totally different.
"The players are different, a different mindset, new lads have come in, some lads have left. We needed to freshen it up, but there's a totally different mindset altogether now."
The Millers are unbeaten so far this term and for all his fresh optimism this term, Lambert will warn against complacency.
"I won't treat the tie lightly, that's for sure, if you're in something you're in it to try and win it," he added.
"We'll respect Rotherham and Steve (Evans, boss) but we're at home and we've started the season well, we want to try and get through.
"We have to do what we've been doing in the last three games, perform at that level and if we do that we'll have a chance. But, as I've said, there's a
totally different feeling now.
"I know it's going to be hard. A smaller team coming to a big club with the atmosphere and the pitch, it raises everybody. You give Rotherham respect but the onus is on us to get through."