Lambert was shortlisted with two other players - Lallana and Cardiff City's Peter Whittingham.
He said: "I'm proud but surprised because I thought Adam was going to get it. He's been unbelievable this season.
"Adam gave me a big hug and said I deserved it which was nice.
"He's a lovely lad as well as being a great player.
"I have said countless times I think he is the best player in the league; he is something special.
"Players like Adam make my life easier, scoring goals with him around is a whole lot easier."
Lambert's success comes less than a year after many doubted whether he could make the step up to the Championship.
"It's nice to prove them wrong, that drove me on a little bit but I was more than confident.
"It's very satisfying but the main thing is to get promotion."