He risked the wrath of Villa fans though and supporters tore up and threw their tickets at the manager following the final whistle.
Lambert said: "I know the pitfalls of the game, I'm disappointed and gutted to lose.
"But it's the nature of the game, you take criticism, or whatever the case may be, on the chin. But you also keep it and try and use it.
"It hurts like hell. Anyone who knows me knows I'm not the happiest person when I lose, or when my team lose.
"Anyone who knows me knows I'm not a good loser. It hurts, definitely."