"I thought we were excellent, we created chances as well, but one thing about coming to places like this is if you are creating chances you have to score," Lambert told BBC Sport.
"[Anthony Pilkington's chance] might have been the turning point but that is being harsh on him. That's not to blame Anthony for what happened at the other end, we got caught at a corner and against a quality team like that you get punished. But we played well."
The defeat has left Norwich in tenth place, while United stay top on goal difference.