However, Lambert has suggested that he is taking the positives from the game, with attention now turning to Saturday's important home clash with Huddersfield Town.
At a press conference, the 48-year-old said: "The important thing was to not come out of Old Trafford with our heads down.
"We did well, with two young full-backs and others who have come back from injuries. The first two goals from Man Utd were wonder goals and I thought Jack Butland was outstanding."
Lambert has been handed a two-and-a-half-year contract at the bet365 Stadium having been selected as the replacement for Mark Hughes.