Lambert replaced Wayne Rooney with 67 minutes on the clock, at which point the Three Lions were drawing 2-2 with the Auld Enemy.
And it took the 31-year-old just three minutes and one touch of the ball to make his mark, heading Leighton Baines's corner beyond Allan McGregor for the winning goal.
"I'm trying to explain my emotions, but I can't," he told Saints Player
after the game.
"I've dreamed of it going so many different ways, so for it to have gone like that is beyond my wildest dreams.
"I fancied myself before the corner was taken. I was hoping that he'd put it where I wanted it, and I've caught it sweetly.
"It's probably the best header of my career, and to see it hit the back of the net was unbelievable."
Lambert is mobbed by his teammates after scoring within minutes of coming on
The striker had a word for the his fans back at St Mary's, thanking them for their support during his four years with Saints.
"I'm made up for them. I represent Southampton, and I know they'll be made up with that goal," he beamed.
"Imagine how happy they were. I can't say enough about the way the fans and the Club have been for me. I owe them a big thank-you."
There will be a quick turnaround now for Lambert as he prepares for Saints' season-opening fixture at West Bromwich Albion this weekend.
The striker will return to training Staplewood tomorrow, and says tonight's experience has left him in confident mood.
"I am looking forward to it – I can't wait," he insisted.
"West Brom away is a hard game, so I am looking forward to meeting up with the boys and getting ready for that.
"Just getting called up was a massive confidence boost and it made me feel superb, so the way tonight has gone will make me even more confident so I will take that into Saturday."
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