They went into the Boxing Day home clash with Tottenham looking to bounce back from the 8-0 mauling they suffered at Chelsea three days ago but instead were beaten heavily again.
Gareth Bale was the undoubted star of the show at Villa Park, twice going close to netting in a goalless first half and then, after Jermain Defoe had given Spurs the lead in the 57th minute, beating goalkeeper Brad Guzan in the 61st, 73rd and 84th to give the scoreline a look that more accurately reflected the visitors' dominance throughout the contest.
Lambert, whose team are 16th in the table, three points above the relegation zone, said: "They will be fine. Whether we win, lose or draw, they will be fine. We always try to treat them the same way and try to keep their spirits the same.
"One thing in football is that you can't dwell on it and you have to bounce back - there is no other way."
Lambert felt there had been a foul on his midfielder Fabian Delph in the build-up to the first goal.
Reflecting on the game, Lambert said: "We rode our luck massively in the first half - Spurs were very good in the first half.
"I thought we started the second half really well and were in the ascendancy and I think with the first goal, there is a foul on Fabian in the first place - I think a free-kick should have been given.
"With the second goal we had a good chance to make it 1-1 but they go up the other end of the park and score again. That is what can happen when you are playing against these types of players."