Canaries boss wants his side to show the same belief they displayed at Anfield, where they earned a credible draw, when they play at the Etihad Stadium on Saturday
The 42-year-old Scot saw his team secure a valuable point at Liverpool earlier this season and hold Manchester United for over an hour at Old Trafford, and knows his team can perform away from home against the biggest teams.
"It is brilliant for us to be playing Manchester City, with the form they are in, but we will go up there and try to win – we cannot go there and just try to bed in, not looking to get turned over," Lambert told The Mirror.
"But we are under no illusions of how hard it is going to be.
"We have to go there with a bit of belief, backed by a big following, and if the lads keep playing the way they have been, with no fear and embracing the stadium, then we will give it everything we have got."
Lambert added, "We are playing against a side at another level to everyone else, the finance dictates that.
Norwich won its last Premier League game at home to fellow promoted side QPR with a late Grant Holt goal.
“We went to Stamford Bridge, Old Trafford, which is probably the biggest crowd and Anfield which we handled pretty well," said Lambert.
"We have earned the right to play them and will not go up there thinking they are just going to turn us over.
However, the club is travelling to a ground where only Napoli has managed to avoid defeat this season. Roberto Mancini's side beat Newcastle 3-1 at the Etihad Stadium in their most recent home contest.
“If we play the team and not the occasion, then we will be OK," Lambert said.