The Scot has been touted as a potential replacement for Alex McLeish at Villa Park but the Canaries would not welcome any approach
Lambert has guided the Canaries to 12th in the Premier League this season, after they were heavily tipped for relegation having enjoyed back-to-back promotions from League One to the top flight in the previous two years.
Following his successful spell in charge, Lambert has been linked with a move away from Carrow Road and has been rated as one of two early favourites – along with Wigan’s Roberto Martinez – to replace Alex McLeish at Aston Villa.
However, Norwich insist they would not welcome any approach for their manager, nor indeed any of their top players over the summer months.
"We would not welcome any enquiry for our football manager or any of the club's football players," McNally told BBC Radio Norfolk.
"We will do everything we can and fight this as hard as we have ever fought.
"We are focused on keeping our manager and the footballers he wants to retain at the club and to bring in better footballers to complement the club.”
McNally admits that while he is keen to hold on to his manager, speculation that other clubs are interested must mean his side are doing something right.
He added: "If I was at another football club and I was looking for another manager, Paul Lambert would be top of my list and in any business you need to look at what might happen - the what ifs.
"I want other clubs to covet our manager and to want our players. Because if they do, that means we are doing something right.
"It is almost obvious, isn't it, that clubs would like to have them at their football club."