The former goalkeeper played every single match during the 2003/04 'Invincible' season, winning the Premier League as a result.
Speaking on talkSPORT to Andy Goldstein and Darren Bent, he admitted he was 'impressed by the quality' of his fellow teammates with the likes of Dennis Bergkamp up against him in training.
Asked on the moment he joined the Arsenal dressing room full of superstars, he recalled: "Of course, I remember it because I was impressed by the quality from my first game in training when Dennis Bergkamp chipped me from six yards.
"I'll never forget that because I thought 'ooh, that's quality'. But I looked around and thought I was the only one to win the European Cup, so that gave me some confidence.
"I never saw such a blend of players, blessed with quality but at the same time with some camaraderie which was absolutely vital to win the Premier League.
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"We should have won the Champions League as well [the Invincibles year].
"We knew how to communicate. As goalkeepers and defenders you're not taught to communicate at the right time and with the right orders.
"The education is different so it's very difficult for teams to go unbeaten [nowadays]."
On Arsenal star Thierry Henry, Lehmann admitted he was 'blessed to play with him at his peak'.
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"He was exceptional, but we had a good structure because sometimes they say you can win with a good offence," he said.
"You can win games with a good offence, but you win the championship [title] with a good structured defence."
Lehmann admitted he was not always on the best terms with his teammates.
"I always had very difficult relationships with my teammates on the pitch," the German added.
"For example, I was always arguing with Thierry in training because I said to him, 'run run run' or with some other guys because in training it was about winning already.
At Arsenal, he also won the FA Cup in 2004/05 and the Community Shield in 2004.
He played for several top clubs, including Borussia Dortmund, AC Milan and VfB Stuttgart in addition to his time with the Gunners.
Lehmann also earned 61 caps for the German national team and played in the 2006 FIFA World Cup, where Germany finished third.
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