The former Chelsea playmaker has says there's a lot to learn from players who had success at Borussia Dortmund and Manchester United.
Both Lambert and Keane enjoyed successful playing careers at the heart of the midfield, and Cole said they are two people the midfielders at the club can learn from.
Cole told the Aston Villa website: "Roy Keane was a very tough player to play against. I played against him at West Ham as a young man and then at Chelsea when I was a bit older.
"He was a top player, one of the top midfielders of his generation and his knowledge is great for the younger lads, young midfielders and myself looking to earn a place in the midfield.
"I've got the gaffer who has played at the top level to learn from as well."
"For all of us midfielders, we can definitely all learn from them and their experiences."
Lambert and Keane have both won major honours at the highest level. Lambert was part of the Borussia Dortmund side that won the Champions League in 1997, whilst Keane has won several major honours during his time at Manchester United. There is certainly a wealth of experience, and know-how of how to win big games.
Villa enjoyed an impressive start to the season having taken 10 points from their first five games, including a 1-0 win at Anfield, but their defeat at home to Arsenal will not have pleased anyone. Now they head to Cole's old club, Chelsea, who have had a terrific start to the season - as they are the current pace setters in the Premier League.
They troubled Chelsea in both games last season, even beating them at Villa Park. More of the same will be required from Lambert's men as they look to take a big scalp. Cole will be hoping to be a thorn in the side of his old club.