diff --git a/mypy/semanal.py b/mypy/semanal.py
index d769178dc298..10ddc16fdcae 100644
--- a/mypy/semanal.py
+++ b/mypy/semanal.py
@@ -6134,7 +6134,8 @@ def analyze_comp_for_2(self, expr: GeneratorExpr | DictionaryComprehension) -> N
 
     def visit_lambda_expr(self, expr: LambdaExpr) -> None:
         self.analyze_arg_initializers(expr)
-        self.analyze_function_body(expr)
+        with self.inside_except_star_block_set(False, entering_loop=False):
+            self.analyze_function_body(expr)
 
     def visit_conditional_expr(self, expr: ConditionalExpr) -> None:
         expr.if_expr.accept(self)
diff --git a/test-data/unit/check-python311.test b/test-data/unit/check-python311.test
index dfbb3d45e56f..c6d42660403e 100644
--- a/test-data/unit/check-python311.test
+++ b/test-data/unit/check-python311.test
@@ -260,6 +260,24 @@ def foo():
             return  # E: "return" not allowed in except* block
 [builtins fixtures/exception.pyi]
 
+[case testLambdaInExceptStarBlock]
+# flags: --python-version 3.11
+def foo():
+    try:
+        pass
+    except* Exception:
+        x = lambda: 0
+        return lambda: 0  # E: "return" not allowed in except* block
+
+def loop():
+    while True:
+        try:
+            pass
+        except* Exception:
+            x = lambda: 0
+            return lambda: 0  # E: "return" not allowed in except* block
+[builtins fixtures/exception.pyi]
+
 [case testRedefineLocalWithinExceptStarTryClauses]
 # flags: --allow-redefinition
 def fn_str(_: str) -> int: ...