The ex-Villa boss can fully understand why the midfielder would change his mind to join a title-challenger like City.
The 25-year-old midfielder was unveiled as a City player on Friday evening, less than a week after appearing to turn down a move to the Etihad Stadium ahead of a scheduled medical.
He released a statement to “set the record straight” about his future following initial reports of his move, claiming that he wanted to remain as club captain, but would go on to shock the claret and blue faithful after doing another U-turn.
With City meeting an £8 million release clause in the new four-and-a-half-year deal signed in January, Villa were entirely powerless to prevent their star player from leaving, as his aforementioned comments have since left a bitter taste in the mouths of fans.
Nevertheless, Lambert believes that Delph was well within his right to want to challenge himself with Manuel Pellgrini’s side and even praised him for ensuring he left Villa Park for a fee rather than on a free transfer.
"I'm not too surprised," Lambert told 5Live. "I think Fabian has every right to change his mind whenever he wants to do it.
"When a club like Manchester City come calling.... let's be honest, they are going to be in the hunt for the Champions League, the league title, the FA Cup, the Capital One Cup – they are going to be involved in all fronts.
"I know Fabian made the choice he thought was right a week ago and obviously he's had a change of mind. He's quite entitled to do it. I think it was really good the way he did it, when he signed a contract so the club could get some money back for him. I think people have got to look at that as well.
"The guy signed a contract thinking, ‘If I leave at the end of the season I'm not going to get the club anything.’ but he actually signed and the club will get that release clause."
Lambert also dismissed suggestions that Christian Benteke’s anticipated switch to Liverpool was a factor in Delph’s decision, adding: "I don't think Christian going - if he does go - will make a lot of difference to him.
"I think the way the club's been going for the last four or five years has been a big thing for him. Christian maybe going might have played a part but I wouldn't have thought it would've been 100 per cent behind it."
Villa had originally intended for Delph to partner new star signing Idrissa Gueye in the centre of the park, having brought in the Senegal international from Lille last week for a reported £9 million.
Instead, the former Ligue 1 ace could be paired with Malaga’s Sergi Darder, who recent reports have claimed is set to make a £7 million move to the Midlands [h/t TMW].