De Gea is expected to be reinstated to the United side for the visit of Wigan on Saturday. But Lindegaard insists the competition will be beneficial to United.
He said: "I have a very good relationship with David. We are very good friends.
"I have a lot of respect for him and I feel he has a lot of respect for me too. So it doesn't affect us at all.
"From the first day he came to the club, we have both been telling each other, 'I think you can try to solve this situation in a different way.
"We always try and guide each other. I'm a bit older than him and he's a bit more experienced than me in terms of playing games. So we can help each other in a lot of things."