Weimann should have opened the scoring in the second minute when Jussi Jaaskelainen spilled a shot from Christian Benteke, but he missed the target from just six yards out.
His blushes were spared as second-half strikes from Benteke and Charles N'Zogbia earned a priceless three points, but Lambert believes Weimann will get over his howler and come back "stronger than ever".
Lambert said: "I thought we should have had a goal in the first minute when Andi missed a chance and everyone was a bit hurt by that.
"It probably took Andi by surprise himself that he's missed it. He is one of the most natural finishers at the football club
"Heads could have gone down after the early miss but Andi Weimann has been brilliant for us this season.
"He has pulled us out of a few holes a few times and he will come back stronger than ever from that. He's only a young lad, people forget that. It's important he bounces back from it.
"One thing Andi doesn't lack is confidence, that's for sure. His effort and enthusiasm will stand him in good stead throughout his career."
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