The 51-year-old Ambrose said it was rare that he was ever sledged during his career, which spanned 98 tests and 176 one-day internationals from 1988-2000.
"Throughout my career I've never really been sledged," he smiled. "At 6'7 (2.01m), bowling 85-90 miles an hour it's not the best thing to do. But I've heard other guys being sledged, especially the batsmen, and they would come to myself and the other quicks and make a complaint."
The West Indies will go in to Saturday's knockout match as underdogs but Ambrose said their opening bowlers Holder and Taylor could cause problems for New Zealand's batting order.
"The combination of Taylor and Holder are working pretty well for us at the moment. We all know how talented captain Holder is. Taylor: Wonderful bowler, swings the ball as well and they're going to be key, I believe, to start the innings," Ambrose said.
Taylor has taken 14 wickets at the World Cup at 18.35, while Holder took 4-27 against the UAE last Sunday and has also shown promise with the bat in the lower order.
"We are not under any pressure because according to you cricket pundits we don't stand a chance," Ambrose said. "So we are going to go out there on Saturday and enjoy our cricket, play the best cricket that we can play and we are going to play to win. So It's not going to be easy. It's just a question of who plays better on the day."
Of course, New Zealand have their own promising seam-bowling pair with Trent Boult and Tim Southee who have collected 28 wickets between them at the World Cup.
"Clearly they are bowlers that we can be very, very proud of and we've got to thank our system and our coaching and the opportunities those players have to get them to the position that they're in at the moment and I'm enjoying every moment of how they're performing," Hadlee said.