The match went down to the final ball of the contest, from which the home side managed to score to reach their victory target of 171 runs.
However, Lumb has insisted that England's opponents won the game, rather than being handed the match by the tourists.
"I wouldn't say we lost it. The nature of this game is guys can play well, and I thought they did," he said. "We dragged it back to take it deep and get that close. You've got to give them a bit of credit.
"I think it was a good score. But one of their guys got in and batted really well."
Lumb contributed 45 to England's score of 170 from their 20 overs.