The fullback struck in victory over Leicester City.
"I wouldn't have let Alan go to West Brom or any other team at the start of the season anyway," said Lambert. "There wasn't an approach that I was aware of either.
"I wanted to get him back into it and get him back going.
"I said to him that I wanted to keep him here and he was as good as gold.
"I said after the last game I think he is playing as well as any right-back in the country. He has been first class and is a proper guy as well."