Lambert had the acumen to refuse the management offers of various impresarios and agents, and by , he had returned to Leicester as a wealthy man. He returned to his favourite pastimes, breeding sporting dogs and fighting cocks. A terrier bitch, for which he was offered 100 guineas (about £ as of ), was said to be the finest in England. He refused to sell the dog, which became his lifetime companion. He began again to attend sporting events, as a report on the Leicester Races of September 1806 noted that "Among the distinguished characters upon the turf we were glad to see our old friend, Mr. Daniel Lambert, in apparent high health and spirits". Although too heavy to follow hunts on horseback, he used a portion of the money earned in London to build up a pack of greyhounds, watching from his carriage as they coursed hares in the Leicestershire countryside.