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 on Saturday leads his side into an important match with fellow strugglers QPR.
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."
Lambert added: "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 those points but we can still believe we can turn it around."
Southampton come into the match after an impressive, if ultimately disappointing, performance against Swansea last weekend.
Despite dominating the play and taking the lead midway through the second half, a defensive mishap once again cost Adkins' side as they were held to a 1-1 draw.
"It was very disappointing," Lambert said. "I think the performance was brilliant. I think the performances this season have been good. It is just little mistakes that are costing us and again it cost us on Saturday.
"But we're confident that we can forget about the mistake and get on and obviously try and get three points on Saturday."