In his final season at Celtic - the 2004-05 campaign - Lambert took the brave step of returning to Germany to gain his coaching qualifications in one of the most demanding environments in football.
Having previously represented Borussia Dortmund for one year - winning the Champions League in 1997 with a 3-1 victory over Juventus in Munich - Lambert was keen to learn the coaching trade under the watchful eye of the German FA.
But despite a demanding commute, negotiated with Martin O'Neill, that enabled him to continue playing in the SPL while making weekly trips to Germany, Lambert says the hard work was worth it.
"I actually knew it was really, really tough to do it over there, and it was harder than I'd even expected," Lambert told Yahoo!-Eurosport.
"It was probably the hardest thing I've ever done, outside of playing abroad. It was virtually for the whole year that we had to do it.
"It was in my last year at Celtic and Martin O'Neill was fantastic - he let me go and do it. So I was commuting from Sunday to Thursday for about a year, constantly to Germany."
One of Lambert's fellow students was a certain Juergen Klopp, who eight years on has led Dortmund to the past two Bundesliga titles.
Klopp has the challenge of pitting his wits against Pep Guardiola next season, with the former Barcelona coach due to take over at Bayern Munich, and Lambert is full of praise for his former contemporary.
"Juergen has transformed Dortmund into an absolutely fantastic team," Lambert said. "He has done an absolutely phenomenal job at Borussia Dortmund. I think he has been a revelation for the team and the crowd."
For more of Lambert's thoughts on the German system, the allure of the Bundesliga and possibly managing abroad in the future, watch the full video above.
Paul Lambert was speaking to Yahoo!'s 'The Dugout' through its partnership with the League Managers Association
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