He joined Chelsea in 1997, and in his first season at the club he made seven league appearances. That season Chelsea also won the 1997–98 League Cup and the 1997–98 UEFA Cup Winners' Cup. Lambourde was not part of the squad for either final but contributed three appearances to each of the cup runs. During his spell in England at Chelsea, he is most remembered for scoring the winner in a 1–0 away victory over rivals Tottenham Hotspur in February 2000. He also scored twice more for Chelsea, against Middlesbrough in the league and Vålerenga in the Cup Winners' Cup. He was on the bench when Chelsea won both the 1998 UEFA Super Cup and the 2000 FA Charity Shield.