Lambert, whose side have won only one of their last seven league matches, was disappointed with his young players' defending but insisted the tie was far from over.
"At any level of football, you can't defend set-plays like that and expect to win games of football," Lambert said.
"But we're still in the tie, absolutely. It will be a different game at Villa Park. We had lots of chances to score and we never took them, but it's only half-time.
"It will be a totally different game at Villa Park, but when chances come our way we have to take them.
"But you've got to give Bradford credit, they defended resolutely and their goalkeeper made some good saves."