With the score of the Capital One Cup third round clash at 1-0, Spurs defender Jan Vertonghen slipped when trying to beat Nicklas Helenius to the ball but upon doing so, could only reach out and grab the shorts of the Danish striker as he shot on goal.
Referee Jon Moss called play on, culminating in a goal-kick to Tottenham, rather than whistling for a penalty and sending Vertonghen from the pitch prompting Lambert to suggest Spurs got lucky.
"It is the first time I have seen something like that happen," said the Villa boss.
"You hope you get those decisions. I don't think anybody could believe he wasn't pulled back."
Lambert, who seriously thought Villa would be awarded as spot-kick, recalled a similar call in his side's opening Premier League match at Arsenal.
"I thought that myself," he said of the possible penalty being paid.
"But does it matter whether he has shot or not? At Arsenal the referee waited.
"I have certainly not seen anything like that before."