Villa pulled off a 3-2 shock at Villa Park.
Lambert told Absolute Radio: "At half time we had a word. There was no need to panic because we were only a goal down. I'm not the kind of manager to lose my temper like a raving lunatic.
"Even at 2-1 you always have to have the faith. You always have to have that winning mentality regardless of who you're up against. The lads have got that belief and I'm absolutely delighted with them.
He continued: "We watched Manchester City last week against United and of course they were fantastic. It was a derby game though and those matches are different. The crowd is totally different and the players are up for it another notch. A derby game can go either way. When you come back from that and then you have to play somebody, who they might think, is inferior to them it's tough. All credit must go to my players and the crowd were absolutely brilliant as well."
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