Lambert had already had a remarkable few days prior to the Barclays Premier League opening-day match at The Hawthorns, starting with the birth of his first daughter and the news of his maiden England call-up, both on August 8.
The 31-year-old then came off the bench at Wembley on Wednesday to head the Three Lions' winner in their 3-2 victory over Scotland with his first touch in international football.
And three days later there was yet further delight for the former Bristol Rovers, Rochdale, Stockport and Macclesfield player as he converted a 90th-minute penalty for the Saints to secure a 1-0 triumph over Albion.
Speaking after the game against the Baggies, Lambert said: "What can I say? It's been the best week of my life and of my career.
"I've been on cloud nine all week and I carried that into (Saturday) to help my team to get a goal."
Lambert is keen to now spend some time with his daughter Bella Rose, his third child, having only had two days with her since her arrival.
And regarding his England experience, Lambert added: "I knew that it would mean a lot to the Southampton fans and the club, everyone involved, to see one of their own involved with England.
"I knew they would have been overjoyed for me. I'm so happy for them as well. They have always backed me."
Lambert coolly dispatched his penalty, awarded when Youssouf Mulumbu brought down Luke Shaw, into the bottom corner of the net even with Albion goalkeeper Ben Foster diving the right way.
Lambert had no doubt Foster would have done his homework on which way the spot kick was likely to go.
But the frontman, whose penalty-taking prowess is well known, was firmly backing himself to score all the same.
"I kind of knew that he would know which way I was going, but I just couldn't bring myself to go the other way," Lambert said.
"Even though I thought he knew, I just fancied my chances so much.
"I saw him go and go early. He's got a little fingertip to it as well. But I couldn't have hit it any better and thankfully it's hit the net.
"I always fancy myself. I always will from those situations."
Foster, Lambert's fellow England international, confirmed he had indeed done some research on the Merseysider's penalty technique.
He said: "I spoke with Deano (Dean Kiely, Albion's goalkeeper coach) before and we looked at a few of his penalties and agreed that going that way was probably the best option.
"We looked at it and four out of his last five have gone in that corner.
"What with it being the first game of the season and in the last minute, he's going to go with what he feels the most confident with.
"Deano summed it up really. He hit it that well, it went in like a hurricane.
"You have to hold you hands up and say 'fair play'."
Southampton were the better side for much of the contest and worthy winners, but Foster emphasised self-belief within the West Brom camp remains strong.
"There's no lingering worries in our dressing-room about how it might go this season," he said.
"We didn't show it this time, but we will stick with what we do and we have belief in ourselves.
"We were a bit out of sorts. It wasn't really like us.
"Pre-season has gone fantastically - we have looked lively.
"We have to trust in ourselves, keep doing what we are doing and we will be fine. There's no panic.
"But to lose in the 90th minute was sickening."