Harvard suffered its first loss of the season, one that will likely end its inaugural stay in the national rankings.
The Crimson trailed by only 30-28 at halftime, but Lamb, Shabazz Napier and Ryan Boatright all made 3-point shots to give the Huskies a 39-30 lead.
Harvard made just 1-of-12 shots from the field during the first 8 minutes of the second half.
Both teams have 8-1 records, with Connecticut's lone loss coming Nov. 25 against Central Florida.
Lamb made three of Connecticut's seven 3-pointers and scored 18 points. Andre Drummond added 12 points and Boatright had 11.
Kyle Casey led Harvard with 12.