The 34-year-old Illinois State Police trooper was responding to a crash near Willow Road when he was struck and killed by a vehicle, state police said.
Early Sunday, his body was escorted with full police honors to the Cook County Medical Examiner's Office. His colleagues lined the procession route.
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State police say his death is a tremendous loss that should have never happened.
Lambert is the fourth state trooper killed in service at District 15 in Downers Grove. The last death was killed in March 2013 when Trooper James Sauter, 28, was struck by a vehicle in nearly the same spot as Lambert.
Lambert is survived by a wife and one-year-old daughter.
Lambert, who worked at ISP's District 15, was headed home to Highland Park when he stopped at the scene of a three-vehicle crash in the northbound lanes at milepost 49.25, near Willow Road.
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At about 4:30 p.m., Lambert parked his police cruiser in the left lane and was outside his car when another vehicle hit him, said Leo Schmitz, director of the Illinois State Police.
"He's going to stop and do everything he can to protect the people. He sees a three car crash, he positions his vehicle in the left hand lanes so to save the lives of the people in the crash," said Leo Schmitz, director of the Illinois State Police.
An off-duty nurse administered CPR at the scene and then Lambert was taken to Glenbrook Hospital, where he was pronounced dead at about 7:30 p.m.
"We lost one of our own. One of our best. Everybody loved him," Schmitz said during a Saturday night press conference.
Lambert was assigned to ISP's Criminal Patrol Team. He also was an Army veteran.
Both crashes are under investigation, but Schmitz said the causes was likely weather related as snow had fallen most of Saturday throughout the Chicago area.
The driver of the vehicle that hit Lambert stopped and was cooperating with police. Schmitz said the crash appears to have been an accident.
"Trooper Lambert was a great trooper and was respected by those within and from outside the ISP, this is a tremendous loss which could have been prevented and should have never happened," said Schmitz. "Trooper Lambert deliberately placed his vehicle in a position to protect the lives of the victims of the previous crash, and took on the danger himself. He will be remembered for his dedication to the Illinois State Police and for giving the ultimate sacrifice to protect and serve the citizens of Illinois."