The Germany international was signed from Bayer Leverkusen by Unai Emery and expected to slot straight into the Gunners side.
Lehmann has been left pondering whether that decision was a result of training ground performances, with it up to Leno to prove that he is ready to take a step up in class.
The former Arsenal goalkeeper told Sky Sports of his 26-year-old countryman: "Arsenal is a big club. It's a different style of game, a different expectation, and obviously a different competition. Sometimes these guys aren't used to that competition.
"I don't know how he's doing in training, but it tells you something if a guy who cost £20m, and has been chosen by the new manager, is not playing.
"That's the strength of the squad, a misjudgement probably, but no-one knows because we are not there in training.
"We don't know who the coaches like. If he tries a new player out, if not the other guy is playing. Bernd is a good 'keeper, no doubt about that. The question is: can he show more than he did in the past? He must take more risks and continue his development. If he does that - good!"
While Cech was favoured against City, the veteran 36-year-old looked far from comfortable at times in his efforts to embrace Emery’s philosophy of playing out from the back – leading to him having to hit back at “banter” from Leno’s former employers in Leverkusen .
Lehmann added on a seasoned campaigner: "He is still a fantastic goalkeeper and apparently he had to change his style, but sometimes the game tells you what to do and not the other way round.
"I was a bit surprised that every time he tried to play out, which is not possible, nobody can dictate to you when to play out. He is very intelligent so he knows when to play out and when not to."Petr has played hundreds of games and I think sometimes he would have kicked it long before, now he is under pressure this year. The game dictates what to do and not a certain style you have to play.
"Even at the age of 36 you can practice and improve, but it's the amount of passes you have to do.
"Also, sometimes it is better to not to do what the coaches ask because at that moment you understand the game better than anybody else."