Lambert claims Halsey will be "embarrassed" at the penalty award which doomed his side to defeat. Replays indicated that Villa defender Enda Stevens made no contact on Saints player Jay Rodriguez before he went down.
Lambert said: "I've seen the penalty loads of times. I've had a chat with Mark (Halsey) after the game. He was adamant he was 100% right - and he has guessed.
"It was never a penalty, never, nowhere near it. Was it cheating (by Rodriguez)? Listen, I'm not going to get involved in calling someone a cheat. From our point of view Mark has got it wrong. He'll be totally embarrassed by it. It is nowhere near a penalty.
"In the big moments in big games in big areas of the pitch, the referee has got to get it right.
"There is no point in guessing or surmising something has happened. You've got to get it right.
"That's where the letdown is. I'm sure when Mark watches it on TV he will be embarrassed by it."
Saints boss Nigel Adkins insists Rodriguez did not dive as his side secured their second away win of the campaign.
He said: "I've seen the video. The challenge on Jay, there is no contact. Jay's leg has moved out of the way which is just as well otherwise there would have been clear contact.
"We don't advocate diving at our club and we probably should have had seven or eight penalties this season we weren't given.
"It is a big decision. It is not a dive."