Saints' start to life back in the top flight after a seven-year absence has been far from ideal, conceding 29 goals and securing just five points from 11 Barclays Premier League matches.
That poor start has seen questions raised over the future of manager Adkins, who leads his side into an important match with fellow strugglers QPR on Saturday. Lambert is hopeful of a result in west London and joined the chorus of those backing the Southampton manager.
"I definitely want him to stay," the striker said. "He looks at me to try and lead the team as well and I am trying to obviously help him. I understand he is under pressure but it is not nice, it is not his fault, you know what I mean? It's all of our fault.
"It's little, little errors that are costing us at the moment but I think some of the performances this season we've deserved more points with what we've got. We've got the points we got, we know why we got them points but we can still believe we can turn it around.
"We know it is a big game, we know the circumstances of both teams, where we lie and how big three points will be for either side. We do understand that it is a big game but we're going about it like it's any other game, try to prepare like we always prepare."