Jores Okore brought an end to Villa's barren run to level after Eden Hazard had scored the opener, but a goal from Branislav Ivanovic earned a 2-1 victory for Jose Mourinho's side and left the hosts stuck in a relegation dogfight.
"I'm really disappointed to lose because I thought it was a game we never deserved to lose," Lambert said.
"I think there's a lot of good things came out of the game for us. There was some really good play from us and a really good tempo to the game."
Lambert was at least relieved that his players had found the target after such a long time without a goal.
He added: "I thought it was a great goal, it was no more than we deserved. Taking our chances has been the problem and today we took a chance. To get the goal is a big moment for us with the way things have been going."
The Scot believes his players have shown the sort of spirit which could help them move away from the wrong end of the table.
"I thought the performance was very good," he said. "We want to go into a run of games where if we play like that hopefully we will pick up points. It's not just about 17th, you want to go as high as you can.
"There are a lot of games still to go and if we do that in the coming weeks then we'll pick up points.
"That's a catalyst for the football club to go and pick up points."
