Lambert is making the step up from Norwich City.
"It was a lot different for Paul in Norwich," Dublin told the Sunday Mercury.
"The city has a football club which is incredibly loved and the fans are very passionate about their football club, but there isn't another football club in Norwich, there isn't a basketball club or anything else like that either so the fans live for Norwich FC.
"Paul Lambert went there and turned it around and made them a force in the lower leagues and now they have come up and done well. Double promotions were just incredible for him and the players and they all deserved it. But Birmingham is a completely different kettle of fish. He's in a big city now.
"I've played at both clubs and I've sampled playing for big clubs and smaller clubs. I've sampled managers that have managed at smaller clubs and moved onto bigger clubs.
"Don't get me wrong, Paul has got the personality to deal with all this kind of stuff. But he's got a lot more to deal with and he's got a lot harder hurdles to get over to become a successful manager here."