But with Saints on five points, and Rangers on four - both from 11 matches played - there is precious little to choose between the teams, and the pressure on both is palpable.
QPR are yet to win a match this season in England's top flight, and Lambert says Southampton are ready to kickstart their season with a polished performance away from home and a second win of the campaign.
"It's a game we're confident that we can win or get a result [draw] from," Lambert said. "There's going to be pressure on both teams and probably a little more pressure on them as it's at their place instead of ours.
"I have played there and it's one of my favourite grounds. I love the way that... the fans are right over you and it's an intimidating ground, but it's an experience playing there and I can't wait for it."
Saints will need Lambert to be at his eager best. Last year's runaway top-scorer in the Championship in Southampton's promotion year, he has led from the front with four goals from 11 appearances in the top flight.
"We understand how important it is, but we're going about it the way that we always go into our games, which is looking to get three points," Lambert told Saints Player club television.
"Obviously we understand the importance of it because of the positions of the two teams, but we'll be ready come Saturday. Cool heads will be needed as it will be a very high tempo game so we've got to be calm, but we will be up for the game."
Saints manager Nigel Adkins hopes his side will bring the momentum from a much-improved performance against Swansea City last time out into Saturday's match.
"I believe we're improving all the time and we do look like a team. I thought we had a good shape about ourselves last week," Adkins said. "There's a positivity, a focus and a confidence about the players."
However, the south coast rhetoric is matched almost word-for-word in West London, where QPR are desperate to get off the mark.
QPR's former Real Madrid midfielder Esteban Granero believes a win over Saints would be hugely significant for Rangers, and says it is only a matter of time before they click.
"I believe the first win will change everything," he told the club's website. "We are doing the correct things and that is why I think it's going to be better for us very soon.
"We know this is going to be massive for us," said Granero, who joined the R's from Real Madrid in the summer. "We play at home against one of our rivals. We know the supporters are with us and they deserve more than we are giving to them."
