Lambert played in several French films before he had the opportunity to play the title role in The Legend of Tarzan, Lord of the Apes (1984). With the movie Highlander (1986), Lambert received some recognition. He played in all three sequels to it and appeared in the TV series.
Lambert was married to the actress Diane Lane from 1988 to 1994. They had one child, Eleanor Jasmine Lambert, born September 5, 1993.