Lambert will come up against Dempsey today for whom Villa agreed a fee with Fulham on the final day of the summer transfer window.
Dempsey had appeared set to join Liverpool only for the deal not to go through before he made the late switch to White Hart Lane.
Lambert said: "I wouldn't have said we were close to signing Dempsey. We tried but it never materialised.
"Was I surprised he went to Spurs? We had so much going on here ourselves at that time. The transfer window deadline day is a crazy thing at times."