England have one of the worst penalty shoot-out records in world football.
The Three Lions have gone out of six of the last 10 major tournaments via the test of nerve from 12 yards and their only victory came against Spain in Euro 96.
If England end up in a penalty shoot-out this summer, they will at least have one man who is supremely confident of finding the net.
Lambert has scored all 34 of his penalty kicks for Southampton. He has only missed two in his entire career, and the last one of those came for Bristol Rovers five years ago.
The pressure in a World Cup shoot-out would be much bigger than Lambert is used to, but he would not hesitate in putting his hand up.
"I would take one, of course I would. I am confident in my ability," the England striker said.
"If the chance comes up I am confident I would score."
Steven Gerrard, Leighton Baines, Wayne Rooney and Frank Lampard have all proved to be proficient from the penalty spot throughout their careers.
But their record is nowhere near as good as Lambert's.
Unfortunately for the rest of the squad, Lambert believes he would be unable to teach them how to reach his standard.
"I have my own technique and sometimes my technique wouldn't be beneficial to someone else," the 32-year-old said.
"Penalty taking is about mentality.
"I have a certain way of approaching it and it has worked well for me."
Lambert was way down the England pecking order at the start of the 2012-13 season, but he has worked his way into the 23 following two successful years which have yielded 29 goals for Saints.
It is remarkable to think that four years ago he was watching the South Africa World Cup on television a few weeks after failing to make the League One play-offs with Southampton.
The main achievement Lambert could be proud of that year was his Johnstone's Paint Trophy winner's medal.
"I was watching the last World Cup on TV in the New Forest," Lambert said.
"My career was just starting to pick up. I was in League One and had just joined Southampton.
"We just missed out on getting in the play-offs but we won the Johnstone's Paint Trophy so it was a good season.
"Obviously, it was a million miles away from where I am now.
"If someone had told me then I would be at the next World Cup I would have laughed at them.
"But I would like to think I am here on merit. I think I have proved over two years that I am good enough.
"A lot has been written but I think I have proved my worth."
Lambert started proving his worth to Hodgson by scoring England's winning goal with his first touch against Scotland in August.
Three more caps and another international goal against Moldova followed. He is still likely to be a peripheral figure at the World Cup, due to the fact that he has Wayne Rooney, Daniel Sturridge and Danny Welbeck for competition.
Lambert is determined that his trip to Brazil will not turn into a holiday though.
"It is dangerous if you go there with the mentality you are just going to be on the bench," he said.
"You definitely don't want to be thinking your role is just coming on."