The manager and the former Bulgaria international both thanked the fans at the DW Stadium for their support after the midfielder's retirement following treatment for leukemia
The former Bulgaria international announced his retirement from the game earlier this month, having made his last appearance in March 2012 before he was diagnosed with acute leukemia and began treatment.
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"That was nearly a tearjerker, that was tough," Lambert told reporters. "To be fair to the Wigan fans, they even gave him a great reception, and that was an emotional moment. You could see how he feels about the crowd and the way he is."
With the 33-year-old now in remission, the former Scotland international has revealed that Petrov could return to Villa as part of the coaching staff, though nothing has been organised.
He added: "There are just things in my head but Stiliyan will be the first to know.
"It's only right I speak to him first and see how he feels. He has got a lot to offer, both because of the way he is as a guy but because of his football knowledge as well."
Petrov added his thanks to fans across the world for the support they have given him, and says it is for people to support both players and fans who suffer.
"I hope everyone can appreciate how important it is that if something were to go wrong for a player or a fan that they can give them support the way they've supported me," he added.
"I don't know how I can thank the fans. Some people go through these diseases on their own while I have had the support of millions around the world."