Cardiff boss Mackay's position appears to have been undermined by owner Vincent Tan over recent weeks. First it emerged that Mackay's head of recruitment Iain Moody had left the club to be replaced by a 23-year-old from Kazakhstan, Alisher Apsalyamov, who had previously been on work experience. It was then reported that Slovenian striker Etien Velikonja had been signed without any input from Mackay.
Despite guiding Cardiff into the Barclays Premier League last season, and on the back of a solid start to their top-flight campaign and a highly-emotional win over south Wales rivals Swansea last Sunday, it remains unclear whether Mackay will stay.
It makes Lambert, who was at Celtic with Mackay in the late 1990s, all the more grateful for the relationship he has with owner Randy Lerner and chief executive Paul Faulkner.
Ahead of Villa's home clash with Cardiff on Saturday, Lambert said: "I don't know all the ins and outs as to what has happened down there (at Cardiff). I only look from afar and read what has been written.
"But I know Malky really well and I'll speak to him. He may tell me little things, but I won't go and ask him, it's his private business.
"But I know I've a good relationship with Randy and Paul. I've never had any problems with them at all.
"Randy has been great since I've been here. You have to have that relationship. It's one of the most important things for a manager. You have to be stable.
"When there are off-field things and things no longer in your control then it becomes a bit more difficult.
"You don't mind if they're football related, but off-field things become pretty hard.
"If somebody is telling you who to sign and what to do it becomes a bit fragmented. The job's hard enough as it is without that.
"So I look at what Malky is going through with a bit of sympathy."