Despite growing interest from Premier League rivals, the former Norwich City boss doesn't see his centre-back leaving Villa Park during the transfer window
The Netherlands international is reported to be a target for new Saints boss Ronald Koeman, who is said to view the former Feyenoord man as the ideal replacement for Dejan Lovren.
Vlaar enjoyed an excellent World Cup campaign under the stewardship of new Manchester United manager Louis van Gaal and he was even linked with a switch to Old Trafford.
However, with Villa set to begin their Premier League campaign at Stoke City on Saturday, Lambert foresees no problems with his captain and insisted that Vlaar has in no way actively sought a transfer.
He told reporters: "To be fair to Ron, he has not come to us or anything.
"We have had little chats here and there, but I think his main concern was getting back after the World Cup, getting fit and hopefully being ready for Saturday.
"That is where he has been. I have a good rapport with Ron, so I don't have any problem with that whatsoever."
While Vlaar could be involved on Saturday, two players who will definitely miss out are attacking duo Christian Benteke (Achilles) and Libor Kozak (broken leg), but Lambert believes the pair are progressing well.
"I don't put a time limit on it because their two injuries were really bad," he added. "But Christian has started jogging outside, so he is doing well. Libor is doing great.
"So a few weeks I think. What will help us certainly will be the international break."
One player many expect to arrive at Villa Park before the end of the transfer window is Colombia international midfielder Carlos Sanchez, but Lambert refused to confirm or deny whether the Elche star is a target.
"The situation is he's not our player," Lambert said. "We will have to see what happens over the next few days.
"There's not too much to say on it. I'm not going to talk about someone who is not our player."