Villa managed to beat the Gunners but lost their next two and Lambert felt Saturday at Villa Park against the Magpies could have been a great chance to get back on the winners list.
"The start we have had has been hard, but this was a bad one to lose," Lambert said.
"But if you look at all the results, there have been plenty of draws, and we are only four games into the season. There is a long, long way to go."
The West Midlands club now sits 16th on the table despite their blistering beginning to the campaign at Arsenal last month.