Villa, who lost 1-0 to Newcastle United on Sunday, have tasted defeat in three of their last four games.
"There's a lot of teams well below us, and we went through this last year so we know what it's like. We don't panic on it, we just try and win the next game. When you go through something it definitely helps you," Lambert told The Mirror.
"We're playing well, we're just not getting the break. If we were getting beat heavily or don't look like you're going to score, that's when you should be really worried, but I don't have that worry."
Villa are 13th in the league, four points above the relegation zone.