Villa were six minutes away from a battling draw against Fulham on Saturday when Chris Baird scored from a near-post corner, condemning Lambert's men to more away-day blues.
To make matters worse, Christian Benteke had a golden opportunity to rescue a point for Villa but he missed the target from close range.
Villa have just five points from their first eight matches of the season and it is 13 games since their last Premier League win on the road. But Lambert is confident his side are close to turning the corner.
"There were a lot of good things there. I am disappointed to lose but I can't be too disheartened with the way they played," Lambert said.
"It is important they don't get their heads down. I have told them that. They will get knocks along the way and it is how you bounce back.
"I think they will be fine. I think they are mentally strong enough to handle it. I really don't (think we are far away from getting the results we want).
"We were unlucky against Newcastle and against Tottenham. I want to win of course, but I am not overly concerned.
"You need a break, you need a little bit of luck along the way. It is deserting us at the minute."
Lambert decided to rest Benteke following his exploits with Belgium during the international window, which led to a recall for Darren Bent.
The England striker had been dropped to the bench for Villa's last two matches and he was ineffectual on his return to the side.
Lambert has denied rumours of a rift and he insisted Bent is not up for sale - but he was far more effusive in his praise of Benteke, despite his glaring miss.
"It never has been an issue. I just try and pick a team that I think can win. I don't have a problem with any of the players," Lambert said.
"Chris had two hard games with the national team. Darren was fresh. I thought he (Bent) did really fine. I thought him and Gabby (Agbonlahor) worked well and worked hard together.
"From where I was standing I don't know how far away (Benteke's chance) was and how close the shot was. I don't know if it was a chance.
"He will be a big player for this club. He is in one hell of a national side at the minute and performing really well. He will be fine
"He is a handful. He changes the dynamics of a game at certain times. He will be a big player for us. He has got years to go in his career."
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