The England left-back left the Gunners, and joined rivals Chelsea on the transfer deadline day in August.
Lehmann said in the Evening Standard: “Of course Ashley should expect criticism from supporters on Sunday. He should get criticism. That is football. It makes the game exciting.
“If he didn’t it would have meant that he wasn’t an important player, but he was. He was a vital member of our squad and we enjoyed some major successes with him.
“So obviously he should expect some negative emotions when he plays against Arsenal.
“I will see if he has become stronger since going to Chelsea. It will be good to play against him. He is young and has made some mistakes, but I don’t really care about that.”