The current Blackburn Rovers manager was sacked at Villa Park last year.
The Scot’s three year reign at Villa Park was brought to an abrupt end in February of last year, after a dismal season saw them fighting at the bottom of the table once again.
Former Tottenham Hotspur boss Tim Sherwood eventually replaced him, guiding the side clear of the relegation zone and into the FA Cup final that year.
Things have not improved for the club though, with Sherwood also now gone and replaced by Remi Garde and relegation looking a certainty as they sit eight points from safety.
Now, Lambert has revealed that it actually came as a relief for him to be sacked given how hard his tenure had become.
"The lads at Villa at that time gave us everything, there was never one time where I walked away and thought we had thrown the towel in," he told Sky Sports.
"We just found things hard towards the end. As I've said before, Villa is a great club, always has been and always will be, but I knew my time was up.
"Some of the things that were going on were never right so when it [the sacking] did actually happen, I was delighted it was going to happen."
It will now be interesting to see if Remi Garde is handed the sack if and when Villa get relegated this season.
The Frenchman has hardly inspired a turnaround since arriving at the club, while their failure to back him in the transfer window is also a worrying sign.
That suggests the club may go for a clean break in the summer, changing up the squad and the manager for the difficult Championship campaign ahead.