The former Republic of Ireland international came in to replace Brad Guzan for the third round clash and Lambert was full of praise for him despite only starting him two times in the Premier League this season.
"I think Shay has been unfortunate because of the way Brad has been playing as well,” said Lambert.
"Shay Given is a world-class goalkeeper but Brad Guzan has been playing fantastic for us as well.
"Shay makes saves that I think are impossible to make. He is very good.
"If you ask the young players in front of him, they will tell you what they think of him as well.
"I can't speak highly enough of the way Shay plays. I thought the save he made in the second half was world class."