Lehmann believes Arsenal are acting "responsibly" in the transfer market.
He told the Sunday Mirror: "When you look at Robin van Persie - a player wants to leave for money reasons and probably because he thinks that somewhere else it is easier to win, you have to let him go, particularly when he has only one year on his contract, and when he played the first season without an injury in eight or nine years, so that was an extraordinary season for Robin. And then to make a decision: do we keep him or do we let him go?
"So the future will tell us, and what will come into place next year with the financial fair play rule. So then we will see how these rules actually come into place for clubs like Chelsea, Man City, who are spending beyond the budget and then it could turn out that clubs like Arsenal all of a sudden are far ahead of those clubs."