Villa remain entrenched in the Barclays Premier League relegation battle as the scrap for survival intensifies.
However they have timed a run of form nicely, picking up 10 points from their last five games and Lambert sees no reason why they cannot give United a difficult night and take something from the game.
"I've got no worries about going there," said the manager. "It's going to be a fantastic place to play football, against the champions elect.
"If you don't enjoy going playing there, there's something wrong. If you can't handle the pressure, you're not going to be a footballer. It's what you're having a career for.
"It's a game no-one expects us to get anything from but we're certainly a goal threat.
"They have been the most consistent team in the league but from our own point of view we need the points every bit as much as they do."
Lambert's side were unfortunate to lose 3-2 to United in the reverse fixture at Villa Park earlier this season, having led 2-0 only for substitute Javier Hernandez to score twice after Ron Vlaar's own goal.
The Scot believes Villa can take heart from that performance. "They're used to playing that kind of football every time," he said. "They can bring on the likes of Javier Hernandez.
"We gave them a right good go that night, but they're used to doing that to teams. We were disappointed to lose but it was no disgrace."