Kightly suffered such a fate with Wolves.
Mick McCarthy was sacked at Wolves after a poor run of results, but Terry Connor could not stop them sliding into the Championship.
Kightly said: "I remember Mick having a bit of criticism and fans calling for his head but look what has happened now.
"Sometimes you need to be careful what you wish for. You can ask for one thing, get it, but the grass isn't always greener."