Dean Marney put the home side ahead before Grant Holt equalised for Norwich but it was Jay Rodriguez who scored the winner nine minutes from time to dent Norwich's promotion charge.
Lambert said: "I thought we were brilliant in the second half, I really did. There was only one team in it, but at the end of the day we got beaten. But you pick yourself up and go again.
"I thought we were in the ascendancy. They took off a striker and tried to match us. If anything we probably played too attacking, but that's the way we play at times.
"I don't think it was a free kick [in the build-up to the second goal], but you've still got to defend the cross better. The ball's travelled 80 yards but if you've got a man, you pick him up.
"You expect Burnley to be strong. They've just come down from the Premier League and they've got a really vibrant crowd, and we've just come up from League One."
Source: PA
Source: PA