Spain shocked the football world by sacking unbeaten manager Julen Lopetegui just two days before their World Cup campaign is due to get underway against Portugal, following his appointment as Real Madrid boss on Tuesday.
"It's really strange, I don't really know what to say," Vardy is quoted as saying by PA.
"As players themselves with Spain, they know how they are going to play every time they go on the pitch. It doesn't change.
"So if the manager has gone, I'm sure when it comes to going on that field, they will still be playing exactly the same they always have done, they've managed to be successful doing that."
England will get their World Cup campaign underway against Tunisia on Monday.