The Villa chief believes his team could have done better for Danny Welbeck's second goal and Tom Cleverley's effort early in the second half.
"That was as well as we started in a few weeks, I thought we were well in the game and then they hit you with that opener," Lambert told Sky Sports.
"But we gifted them two goals, the second and the third was really poor, we had the ball and possession.
"We started the game well but when they are 2-0 up it is hard and we had to get them in at half-time and we talked about trying to get a foot hold in the second half and then we get caught."
Lambert admits United scoring two goals in three minutes in the first half was a big blow.
"The two goals took the wind out of their sails," he said.
"We knew the next goal was vital and we lost that but we never gave up and that was pleasing.
"We try and get results and we will go over it for a number of days but we have to pick ourselves up and bounce back from it."