Yes, lambas don't allow statements in them, only an expression.

In [8]: f = lambda x: x * 2

In [9]: f(2)

Out[9]: 4

In [10]: g = lambda x: if x % 2 == 0: x * 2 else x * 3

  File "<ipython-input-10-f7248669b8fd>", line 1

    g = lambda x: if x % 2 == 0: x * 2 else x * 3
                   ^

SyntaxError: invalid syntax