The third-round cup tie at Villa Park last Saturday saw Lambert's men suffer a 2-1 defeat on their own turf against a club who have been struggling towards the lower end of Sky Bet League One this term.
Given Arsenal have spent much of 2013/14 so far leading the Premier League table, they would hardly seem desirable opponents for Villa to face next.
But the midlands outfit can take encouragement from a surprise result they pulled off themselves this season, a 3-1 away victory over the Gunners on the opening day of the top-flight campaign.
And while Lambert is in no doubt that Arsenal have strengthened since then with the acquisition of Mesut Ozil, he thinks this match - one where Villa are the underdogs and free of the burden of expectation - could be exactly what his players need after the cup upset.
Lambert said: "The thing is, we got knocked out (of the FA Cup) - there is no getting away from that.
"But the Arsenal match might be a good game for us because nobody expects us to get anything.
"They're playing really well, they're on a fantastic run, they are one of the best teams around at the minute and they have probably got one of the best players going in Mesut Ozil.
"You know what you're going to come up against. They're a great side, they have a great manager (Arsene Wenger), everything is going for them and they're going for the title.
"But everybody expected Arsenal to win the game (against Villa at the Emirates Stadium). It was just the way the game transpired on that day (was different).
"We got a great result and played really well.
"You've got to work hard against them. You've got to play without the ball a lot of the time.
"But we looked really threatening on the counter-attack that day."
Certainly after that game and Villa's defeat last weekend, Lambert knows the potential in football for the unexpected.
"Upsets can happen. All the time," the 44-year-old Scot said.
"That's why the (Arsenal) game might help us.
"We just have to go out and play with freedom and try to win a game.
"We know we're going to have to play well with and without the ball because of the way they are. But we know we can hurt them. That's the thing about it.
"If we click and we're on it, we can certainly create things."
Villa, who start this weekend 11th in the table, will assess the condition of defenders Ron Vlaar and Nathan Baker ahead of the Arsenal match.
Both club captain Vlaar and Baker sat out the Sheffield United game with calf and hamstring problems respectively.
Forward Gabriel Agbonlahor, who also missed the cup tie, and goalkeeper Brad Guzan are fit despite having had niggles, but the contest is too soon for midfielder Chris Herd and defender Joe Bennett to make their comebacks after injury.