Lambert was forced to take his blue jacket off in the second-half of his side's draw with Leicester after a clash of colours caused Kasper Schmeichel to make two clangers.
The Leicester shotstopper bizarrely kept kicking in Lambert's direction during the match and twice kicked the ball out of play from goalkicks.
Because Lambert was an animated figure near the touchline, the Danish keeper kept mistaking him for a Leicester player.
"I got notified by one of the staff that there was a problem with the blue," Lambert told Sky Sports after the game.
"We had already been playing for about 70 minutes [though]. I don't know what happened before that so it was strange, really strange. I don't understand what was up."