The former Saints and Newcastle United striker is impressed by the prolific Lambert.
"He has scored the goals last season to help them get up," Shearer told the Daily Echo.
"Can he score goals in the Premier League? I don't see any reason why not, if they can get the service to him, which is key.
"It will be a lot more difficult than it has been for him, but I don't see why not.
"Once a goalscorer always a goalscorer."