Stoke were awarded a 90th-minute spot-kick when referee Bobby Madley judged that Jese Rodriguez had been fouled by Dale Stephens.
After Jese complained in animated fashion about not being given the chance to do so, it was fellow substitute Charlie Adam who took the spot-kick, and saw his effort from 12 yards saved by Mathew Ryan.
Lambert, whose 18th-placed side had cancelled out Jose Izquierdo’s 32nd-minute finish through a Xherdan Shaqiri strike in the 68th minute, said afterwards: “I’m devastated for the players. When you get a penalty in last minute it’s a big opportunity to win the game. But the penalty’s a lottery, a hit or a miss.”
When asked about the way Jese, on what was his first appearance since November, had acted after the penalty was given, Lambert added: “I would be more concerned if everybody shied away from a penalty and didn’t want to take it.
“That’s when the problems arise. But they wanted to take it. They wanted to win the game, which is normal, but they also want to score.
“Who is to say Jese would score? Nobody knows. Charlie felt confident enough to hit it.
“I would never blame anybody. It is not a blame culture. We win as a team and we lose as a team. Charlie felt good because he scored the last one. He scored against Coventry (last month) and has a great left foot.
“If you ask Charlie to put a ball anywhere he’ll do it. It’s just in that moment, the goalkeeper has made a save.”
Uwe Rosler was sacked by Fleetwood following a 3-0 reverse at Doncaster which condemned Town to a seventh straight defeat in all competitions.
Cambridge interim head coach Joe Dunne was pleased with how his side adapted to beat Grimsby 3-1.
Southend manager Chris Powell led the applause for Jason Demetriou after the right-back scored twice in the 3-1 win against Portsmouth at Roots Hall.
Morecambe boss Jim Bentley was the happier manager after Gregg Wylde's 90th-minute strike earned his side a point in their 1-1 draw with Forest Green.
Manager Gareth Ainsworth described Wycombe's 2-0 win at Cheltenham as a thoroughly professional performance.
Skipper Richard Wood scored the winner just before half time as in-form Rotherham pulled off a 1-0 victory at League One leaders Shrewsbury.