Lambert spent ?23million on new players last summer but only brought in midfielder Yacouba Sylla and winger Simon Dawkins - on loan - in January. Supporters and some former players have questioned the outlay, even though Lambert made it clear he only had limited funds to spend.
But Lambert said: "It doesn't bother me what the ex-players think. They should know better. If they have a problem they should come and see me. But the fans have been great and I understand their frustrations. If you ask me if I'd like to sign a Messi or a Xavi then Jesus, yes I would have done. But you can only work with what you've got."
He added: "We tried to do a few (deals) but the salaries, phew, they were way too high. We couldn't afford anyone massive. We couldn't get many loans short-term because of the salaries. Can Villa not compete with the Stoke's and Newcastle's? Yeah, that's too high for us.
"But I'll say again that Randy Lerner (club owner) has been great and I knew the remit."
Lambert insists he is unconcerned about the level of spending being carried out at some of Villa's relegation rivals, most notably QPR.
He said: "I never bother. I don't get over embroiled in something someone else can do. If Harry (Redknapp) wants to do that and thinks it's right for QPR, he's got to do what he thinks is right.
"I can only affect what I can do here. I don't think 'He's brought in somebody and he's brought in somebody.'
"You can only go with what you've got and I don't have any qualms about what other people are doing, none whatsoever.
"I think there's got to be a realism at the minute. I think that's why the fans are with us, because they can see what's going on."