Lehmann believes Wenger's achievements were dismissed too quickly by Arsenal fans, as he told the Sunday World that the Gunners have been given a snapshot of reality ahead of today's game against Burnley.
"The fans were all calling for Wenger to go, but they can now see that he was more successful than those who have followed him, so they probably wish they could have him back," Lehmann told the Sunday World.
"What I don't see from Arsenal at the moment is what they are trying to do. The style of football was always good with Wenger, the philosophy of the team was clear.
"In the end, the results were not as great as they were when I was there, but the way they played was always entertaining.
"Now I don't know what they are trying to achieve. Arsenal only produces results that are quite average, I can say.
"This is a big brand in football and Arsenal are disappointing at the moment. Maybe we have to give them a little more time to change direction.
"When you look at the table now and see Arsenal in 15th position? This is the worst I have seen from the team for as long as I can remember, and you can see why people are not happy.
"Now Arteta has to produce. If you go to a big club and you don't produce, it doesn't matter. It is here and now, and if you don't produce, we all know what can happen."