Lambert thanked the fans who have supported him throughout his reign.
"I have been fortunate wherever I've been with my own career, footballer and manager, that people have backed me," said Lambert.
"I know we got the odd one saying bad things but I had a great rapport with Norwich, Celtic and Dortmund.
"But I could sense it from day one with the Villa crowd that they wanted us to do well. Even in the hard times they stuck with it and ever since have been fantastic."