Villa's six-game unbeaten run in all competitions was ended in emphatic fashion as they suffered their heaviest defeat in the Barclays Premier League.
It brought back painful memories of another Stamford Bridge mauling - 7-1 during Martin O'Neill's final season in charge two and a half years ago.
But Lambert knows Villa cannot dwell on the events of Sunday as they prepare for the meeting with Andre Villas-Boas' side.
The Scot said: "It can happen. I've been on the end of it before and I'm pretty sure some of their lads would have been on the end of heavy defeats.
"But you have to bounce back and it's about how we react. You can't dwell on it and start feeling sorry sorry for yourselves.
"As a footballer, if you start feeling sorry for yourselves, there is only one place you are going to go.
"It is important that we try and bounce back very quickly. We just never turned up on Sunday and that is the harsh reality of football.
"It's a result that hurts players and fans, absolutely. I don't think anyone saw that coming,
"If you are on not on your mettle, especially at places like Chelsea, then that is what can happen."