Villa will go into Saturday evening's home clash with Arsenal occupying a bottom three spot for the first time in two years since the Gerard Houllier era.
Lambert retains faith in his players to survive but is battle-hardened for the tasks ahead, and said: "I was fortunate I played for the big clubs because you tended to handle a lot of media stuff and pressure and all that."
He went on: "At Celtic you were probably a second away from being hopeless because of the pressure! You tend to deal with it. Celtic was absolutely brilliant for that. It really made you thick-skinned and you'd get your head down and get on with it because of the demands of the public.
"It's the same scenario as a manager, but you battle through it. You try not to wilt under it, you keep going.
"That's why I always say the most important people at this football club are the players and the people that come and watch it."
Lambert insists the belief and confidence has been retained by his players and he views beating someone of Arsenal's quality as crucial as overcoming one of Villa's relegation rivals.
He said: "You certainly don't want to be where we are. It's not something that I'm used to.
"The thing for me is that the players don't lose heart and confidence. As soon as you lose that, then it becomes a major problem. I've not sensed that one bit.
"But we need to win games, including the Arsenal game. I always want to be beating the bigger teams as well."