The Scot says it is vital his side take all three points from Monday's clash as they attempt to escape the drop against Paolo Di Canio's fellow strugglers
The Villans go into the clash at Villa Park just three points behind the Black Cats with four games left to play and Lambert admits it is vital his team takes all three points.
"We've got to win it," Lambert told BBC Sport. "Sunderland are going well themselves but it is an opportunity for us.
"We are at home. We know what we have to do and that's a good thing."
The Midlanders were beaten 3-0 at Old Trafford last time out as Manchester United cantered to victory, on their way to sealing another title, and Lambert praised his players for their second-half performance
"It was important we did not capitulate, like we did at Stamford Bridge," he added.
"When the third goal went in I was thinking this could be a long night but I could not fault the players at all for the way they kept going.
"We made some really good chances and the attacking players we have got are a definite threat. If we can keep everyone fit and healthy then we will cause teams problems.
"We are getting better and I still think so many things will happen between now and the end of the season in that little group of teams at the bottom of the table.
"We have got a massive game on Monday night and we have to try and win it."