Danny Welbeck scored twice in the space of three first-half minutes and Tom Cleverley was on target in the second half as Villa suffered their sixth home defeat of the season.
Lambert thought all three goals were avoidable as United punished some sloppy Villa defending to ease the pressure on manager David Moyes.
He said: "I thought we started the game well, it was as well as we've started in a number of weeks.
"What's disappointing is the goals we've lost. The second and third goals we were in possession of the ball, they turned it over and the first goal you've got to stop the cross.
"That's just the basis of the game, but they're clinical and you can't give them a sniff at goal or that can happen."
Christian Benteke looked out of sorts once again as his goal drought was extended to 10 games, but Lambert has backed the misfiring Belgium striker to come good.
He said: "Christian hasn't scored, but he'll come through this."
And the former Norwich City manager boss expects a response from his side after their latest home defeat.
"We have to (be worried about Villa's home form), there's no point feeling sorry for yourselves," he added. "We have to bounce back as quickly as we can.
"We seem to be doing things the other way around, getting points away from home and struggling at home.
"You will look at it for a couple of days or so, but you have to let it go and go to the next one and that's what we will do."
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