Agbonlahor was dismissed during the second-half.
On the dismissal, which Lambert says he will definitely consider appealing, the boss added: "If that's a red card, you may as well just pack up. It wouldn't be a game of football.
"I can understand Kieran Richardson getting sent off but no way that's a red card. It's a tackle where two lads have went in for the ball. My own view is that it's never a red card.
"Gabby is really down, which you expect him to be. But I said to him that there's no way that's a red card.
"I will stick up for him all day long on that. That's my own view."
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