The Daily Mail says the Scot is deeply hurt to have been sacked over the phone by Villa chief executive Tom Fox.
Lambert feels he deserved to be told the decision personally by Villa owner Randy Lerner.
Lambert learnt of his dismissal on Wednesday afternoon, with players finding out when the news broke on the club's official website.
Fox will lead the search for a replacement to Lambert, with director of recruitment Paddy Reilly, drafted in from Liverpool earlier this season, assisting.
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