Villa, who have clinched just one victory in six outings, are in danger of being demoted to the Championship due to their third-from-bottom position in the table.
"I love the challenge of it," Lambert told Yahoo! Sports. "The size of the club underlines just how big a challenge it is and I love the pressure of that.
"It is a great club to be associated with and the fans have been great, they've stuck with us and that has been a huge help. I hope over the next 11 games we can see the job through for them."
Villa are preparing to take on English champions Manchester City this evening.