The Three Lions cruised to a 4-0 win at Wembley with the captain opening the scoring before Lambert added a second and a Danny Welbeck double completed the scoring.
England now head to Ukraine without Welbeck who is suspended, and with Daniel Sturridge still a doubt due to injury, and Gerrard says Lambert will be key."He's come onto the scene with a bang, so a goal and a couple of assists you can't ask for any more," he told the FA’s official website.
"The manager took him off because he should play some part on Tuesday and he'll be an important player for us."
"It's a massive game [against Ukraine], but we have nothing to fear and can go there full of confidence.
"We need to believe in ourselves, roll our sleeves up and put in a performance because if we were to get all three points it puts us in the driving seat."
The captain also feels his side deserve credit for their victory over Moldova, which takes them to the top of their World Cup qualifying group on goal difference.
"It was a perfect result really," he added. "Sometimes against these teams you are in a no-win situation and people expect you to blow them away and score lots of goals.
"There was pressure on in a different way tonight, we knew we were going to win the game but we had to do it with a clean sheet with a lot of goals. That was the only way we were going to get any credit."
Gerrard also admitted he was delighted to get on the scoresheet once more for his country and says the team are looking good ahead of Tuesday’s vital match.
"It's always nice to score goals, I've been really happy with my performances for England but if you can add a goal to those performances from time to time it's a really nice feeling,” he added.
"But the important thing is the win, getting more points and one step closer to the World Cup. It sets us up nicely for a big game on Tuesday. But delighted all round tonight."
