Lambert's team entertain QPR, who have also changed managers this season.
And Lambert said: "You never like to see anybody lose their job. It's not a results business any more.
"Brian took them up and made them a lot of money like Nigel Adkins did at Southampton so it's not about results any more and that doesn't bode well.
"Brian has done a fantastic job there. He's made the club millions by taking them out of the Championship and seven months later he is gone.
"Do I worry? Football is like that. You never know what's round the corner. You have to focus on the job and let other people decide."