Christian Benteke saw an early penalty brilliantly saved by Tim Howard and the Belgian striker was again denied by the Everton keeper in the first half.
Andreas Weimann was also thwarted by Howard and Lambert was reflecting on those opportunities after a fourth home defeat in five games this season.
"At the start, we had three fantastic chances and, on another day, the lads put them in, and Chris scores two, Andi gets another one," Lambert told Sky Sports.
"If that happens, it puts you 3-0 up, but you're on the back foot if you don't score.
"You always know at this level that a team only needs one chance to score.
"It was the same against Spurs, we were well on top in the game and we get hit.
"I can't fault the lads for their effort or application to the game. We were well on top in the game and it looked as if we were going to score, then we get hit by a poor goal."