Benteke had a shot saved before heading agonisingly wide when well-placed with the score at 0-0, but Lambert refused to attach too much blame to the 21-year-old.
"We were well in the game, and had two brilliant chances through Christian Benteke," Lambert said.
"He has to score one of the two of them, especially away from home; he has to hit the target from the header.
"I've said that to him you have to score those at this level but he's a young player and he will learn every day."
Aston Villa are struggling in 16th place in the Premier League.