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 now to 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.