Adkins left Saints in mid-January while McDermott departed the Royals during the past week.
The Aston Villa boss claims football is not simply a results business anymore and says both sacked managers had produced good enough form on the pitch to stay in their positions.
Lambert's Villa entertain bottom-of-the-table QPR in a vital relegation clash on Saturday and the Scotsman said: "You never like to see anyone lose their job.
"People used to say it's a results business but it's not really anymore. If people don't like your face, or like what you are doing.
"Brian took Reading up, made them all the money and then loses his job.
"If you are telling me someone gets you out of the Championship and makes your club millions and then seven months later he loses his job, it doesn't bode well.
"It's the same with Nigel at Southampton. It doesn't really have to be based on results anymore.
"They are in an absolutely healthier position than they were two years ago and he has contributed a massive part to that."
As for the visit of Rangers, Lambert said: "It's a big game, so was last week.
"It's the same pressure but I can see the lads are playing well and with a lot of confidence.
"We know only one way to play - to go out and try to win. We will have a brilliant crowd right behind us.
"They will drive us on and the onus is on the home team to make the running."