Celtic have made a fantastic start to the season, and currently top the Scottish Premiership.
Lambert (right), during his playing days with Celtic
Lambert was part of the Bhoys squad that clinched the Scottish Premiership title by 17 points, beat Hibernian in the Scottish Cup final and won the League Cup final against Kilmarnock 15 years ago.
Celtic Manager Brendan Rodgers
And after watching Brendan Rodgers' men make an excellent start in the top flight and reach the League Cup semi-final, Lambert has tipped Celtic to take home three trophies this term.
"They have been playing well and you do think that it could be possible for them to go through the season and win everything before them – but it really is such a phenomenally difficult thing to do," he said, as reported by The Scottish Sun.
"It is such an incredibly difficult thing to do."
Despite only playing eight games in the league this term, Rodgers' side have already moved well clear of their rivals - they boast a four-point lead over Aberdeen and have a game in hand over the Dons - so appear to be well on course to retain their title.
And while their Old Firm foes stand between them and the League Cup final, the 5-1 victory over the Gers in their league clash in September arguably helps make them heavy favourites at Hampden Park.
And if they can maintain that form once the Scottish Cup begins, it would not be a surprise if they breeze through to the latter stages of that competition.