The defender impressed during Netherlands’ run to the semi-finals of the World Cup and has been linked with a possible move to Southampton.
But Lambert insists there has been no contact between the two clubs, despite Saints boss Ronald Koeman appearing to express an interest in Vlaar.
“The only thing that gave me some concern was people talking about other people’s players, I thought that was wrong,” said the Scotsman.
“At the moment there has been nothing and I fully expect him to be here.
“I have had a little chat with him and everything is fine. We move on and everything will sort itself out.
“You are playing a dangerous game if you mention other people’s players. You have to have respect for that.”
Lambert also confirmed he is still looking to bring players into the club before the end of the transfer window.
Defender Aly Cissokho was unveiled to the crowd ahead of their pre-season friendly with Italian side Parma and Lambert was keen to praise the former Valencia left-back, who was on loan at Liverpool last season.
“I thought he was great for Liverpool. He is a big, strong lad and I knew we needed a left-back,” added Lambert.
“He comes in with great experience and has played for some massive clubs and he is a really top lad.”
The Villa boss remains keen to strengthen his squad further though before the end of the month.
“We will certainly try to bring in one or two more (players),” he said.