In an exclusive chat with Red Voices, the official ManUtd.com podcast, the Dane explained how the rivalry between the pair ensures Sir Alex Ferguson always has a difficult choice.
When asked if the rivalry affects their friendship, Lindegaard replied: "Not at all. I can say, with hand on heart, not at all. I have a very good relationship with David. We are very good friends. I have a lot of respect for him and I feel he has a lot of respect for me too.
"I would say it's more the opposite. We support each other very much. From the first day he came to the club, we have both been telling each other: 'I think you can try to solve this situation in a different way'. I'm a bit older than him and he's a bit more experienced than me in terms of playing games. So we can help each other in a lot of things.
"I think the whole environment created for us by Eric Steele is very good. I'm sure it's not an easy job to have two qualified keepers who both want to play as No1. Obviously, there can only be one so it's not an easy job to keep us both happy, keep us both motivated and keep our character where we want to play for him and perform for him, as we want to perform for the manager. Eric is doing a fantastic job with that."
The new Red Voices podcast will be available to download from Thursday evening.