The Scot watched his side slide towards the drop zone with their fourth straight defeat as they went down to a 1-0 defeat at Crystal Palace.
Jason Puncheon's second-half goal was enough to settle the game, meaning
Villa are now in a precarious position, just four points above the relegation zone.
"I thought it was a really tight, even game," the Scot told Sky Sports. "There wasn't many chances at both ends and it's a difficult place to come.
"We had one or two chances to score. Their goalkeeper made a great save from Andy (Weimann) and these are the sort of things that are going against us at the minute.
"Brad (Guzan) wasn't called into action that much and I thought we were handling it ok. But as I said before that one chance at either end you have got to take. We never managed to take ours and they did.
"I couldn't fault the lads for their work rate and they why they tried to do it. We had a lot of the ball, but sometimes when you have too much of the ball it can be a bit detrimental to you. We need to find that unlocking of the door as such."
With a big home game coming up against Southampton next weekend, Lambert has urged the Villa Park support to get behind the team.
"We need them, there's no doubt we need them and they'll come in their numbers. They're right behind us and we have to stop the sequence of losing games."