Villa are trying to pick up the pieces after Tuesday's shock Capital One Cup semi-final setback against League Two side Bradford City. But there is no let-up in the programme with Villa facing another tricky FA Cup tie at Millwall on Saturday before Tuesday's home Barclays Premier League relegation clash with Newcastle.
Lambert said: "In a stupid roundabout way you thrive on the pressure. It's nothing something I worry about, the pressure. I keep going."
He continued: "You like the pressure of trying to win. I think pressure is everything in football. You either thrive on it or you buckle under it and I am not going to buckle under it.
"I've been living with pressure most of my life with the clubs that I have been at and this is a huge club. You should have pressure all the time with amount of people who come to watch it.
"You should have pressure on your shoulders anyway. It's not something I am going to buckle under.
"I could hide from it as a player! I've loved it for years. Does it affect me? Not really. The players and fans are my main concern. They are the most important people."
Lambert is determined Villa will not end their 25 year spell in the top flight.
He said: "You don't want to go down. No chance. A load of managers will be getting asked the same sort of thing. There are a lot of clubs in the same situation.
"We know what we've got to do. We've got to fight like hell to get out of this situation. You either roll up your sleeves and get on with it or you roll over and I certainly am not going to roll over."