The goalkeeper told The Sun: "I've seen how hard the manager works to keep it together, on the training ground and in the dressing room.
"He is doing all that can be done to get the best out of the limited resources he's had this season. It's a testament to his desire to see us do well but no one really realises what he has to contend with.
"He always sets us up to succeed and we don't like letting him down because we know it's difficult enough in the Premier League, especially when you don't have the same resources as other clubs."
Lambert took charge of the side in 2012.