The West Midlands club remained 10th on the table after first-half goals from Steve Sidwell and Dimitar Berbatov gave the Cottagers their fourth win of the campaign and Lambert is looking for a response when the team hosts Manchester United on Sunday.
"I don't think we got going if the truth be known. I can't fault the lads, their effort was there, we had a really tough game on Wednesday (3-2 win at Southampton) and you pick yourself up and go again," he told Sky Sports.
"We had really good chances to get it back. If you're given a penalty, which I thought we should have been, then it might have turned.
"I think as a team, we were short. We never really got going. There's no complaints about losing the game, that's football and it happens but we have some grievances with the decisions."
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