The Wikepedia article here defines Lamb shift as
a difference in energy between two energy levels $2s_{1/2}$ and $2p_{1/2}$ (in term symbol notation) of the hydrogen atom which was not predicted by the Dirac equation, according to which these states should have the same energy.
The degeneracy the states $2s_{1/2}$ and $2p_{1/2}$ are lifted due to Lamb shift. The degeneracy is lifted in such a way that the new energy of the state $2s_{1/2}$ is greater than and that of $2p_{1/2}$ is less than the original degenerate energy. See Bransden and Joachain's Physics of Atoms and Molecules in page 264. However, the discussion here says that Lamb shift affects only $S$ state. If that were true, then the energy of the state $2p_{1/2}$ would not change and coincide with the old degenerate level. That doesn't happen as is clear from the figure.
Of course this not only implies that the energy correction $\Delta E$ due to Lamb shift depends on $l$ but depends in such a way that for the $l=0$ state ($2s_{1/2}$) $\Delta E$ must be positive while that for $l=1$ ($2p_{1/2}$) must be negative. How can we explain this?