The pair played together for Tottenham and with England during Gazza's career.
Asked about their relationship, Gazza admits it took a little time to click, but once it did they thrived as a combination.
He told Tribalfootball.com: "I used to get frustrated with Lineker. Because I didn't realise how quick he was to be fair and his movements, and I couldn't quickly get the ball to him. And I was always saying things three seconds ahead.
"But Lineker would always use hand and shoulder signals whether he was going to spin around and go over the top or if he was going to come short.
"So eventually I always knew what he was going to do. And after a few games, that's when he started banging in the goals and gave myself credit for that. Not him. I should have gotten the golden boot!"
Ange is under pressure
Meanwhile, Gazza also reflected on this season's campaign at Tottenham and their under pressure manager Ange Postecoglou.
The former Spurs star continued: "He's under pressure. And when you're a big club like that and you're not producing, you've got a team next to you, Arsenal, they’re thriving and doing brilliant. And when you get rid of a great player like (Harry) Kane… I mean, they're making enough money through the turnstiles.
"And these venues I do anywhere near London, the Tottenham fans, I ask them what they think and they don’t seem interested. But when you lose a player like Harry Kane, you gotta replace him quick."
Just shut it down, Ange!
While known for his flair and creativity, Gazza admits he'd like to see Postecoglou shut down teams when Tottenham were leading, rather than continue to attack.
He explained: "That was the thing when the manager at Lazio took over, everything was ‘attack’ and nothing on the defensive side. I don’t know if Ange played in his younger years, I’d imagine he did.
"There was one match, when you're playing against a good team like that, I think it was Man City. They’re winning 2-0. You should just shut up shop, just bring everyone back and stuff. They didn't, they went for the third goal, which then they got punched and ended up getting beaten.
"I don’t like seeing managers getting sacked, because it's the players that let him down and he can only pick the best team he's got. It’s like England. People complain about England. You could have anybody as manager of England. I said that before. You've got the talent. You’ve gotta have the players. If you've got the players, then you're all right. "
- Paul Gascoigne was speaking to Tribalfootball.com on behalf of CasinoBeats