Lampard's dismissal as Blues manager amid a dismal run of form left supporters furious, with many believing the club legend wasn't given enough time to turn things around.
Speaking on The Gary Neville Podcast, the former United right-back said: "I think because of the rumours that came out of Stamford Bridge and the media before, it wasn't really a shock. I thought initially he would get more time, just to let them settle in but you can't be surprised by Chelsea.
"I go back Martin to in Napoli eight or nine years ago, when Villas-Boas had picked a team in the afternoon of a Champions League game. And he left out Frank Lampard, Michael Essien and another big player at that time.
"And I remember Chelsea players at that time ringing up members of the media and trying to get him out. And Frank was part of that group.
"And it has been really a brutal football club for managers for many many years, and Frank has suffered that brutality last week, so he should be the least of all surprised because he has been at the club when Villas-Boas was sacked, Scolari, and all the rest of them have come and gone."