Lambert, a £200,000 signing from Rochdale, led the line well against a shaky Walsall defence which failed to inspire confidence.
It was Rovers' first win in 12 outings and it could not have come at a better time.
Poor Walsall were a pale shadow of their early season form which took them into the top six.
Walsall's decline can be traced back to the period when they released Scott Dann and Dan Fox to Coventry City.
They went through a terrible spell in March when they collected just two points from six games.
Although they have since picked up some good points, their overall form has been disappointing and as a result they appear destined to just miss out on the play-offs.
Against Bristol Rovers they lacked a finishing touch and as a result the Pirates generally appeared to be the more dangerous.
This was demonstrated when Chris Lines went close to opening Rovers' account.
In the 18th minute, Lambert scores the vital goal with a fine glancing header from a left-wing cross from Byron Anthony for his 18th goal of the season.
Walsall could have no complaints as their only effort was a wild shot on the run from Kevin Betsy, who wasted a fine opportunity to score for the under-performing Saddlers.
Early in the second half, Rovers should have put the game out of Walsall's reach when Craig Disley failed to convert a cross from David Pipe.
Lambert was denied a second goal by a brilliant diving save from Clayton Ince, who was making his 100th appearance for the Saddlers.
Ince pushed the ball out to Disley who blasted a glorious opportunity well wide.