Lag on first animation played

I have a game with many GameObjects children of a parent GameObject. Each of these has the same animator component. During run-time when I activate the GameObject or enable the Animator component the game will have a lag between the action that activates the animation (a click for example) and the animation starting to play. What could be the problem? I thought it may be the fact that I'm keeping all the graphics of the game in the Resources folder because I need to load some sprites in my code, might be better to just put those specific sprites in the resources folder and the others outside? Maybe the sprite for the animation is loaded when I activate the animator component?