Villa lost 3-0 but Lambert insisted his players had been unlucky not to score and had shown character to prevent United, who clinched the Barclays Premier League title with the win, running up a huge score such as the 8-0 thrashing handed out by Chelsea in December.
Robin van Persie's hat-trick came within the first 33 minutes but after that Villa kept United out. Lambert said: "It would have helped if we had not conceded a goal in the first 60 seconds or so. The second goal was just world class and when the third went in you think this could be a long, long night."
He continued: "The worrying thing was if it became like what happened at Stamford Bridge, and whether psychologically the players who played there would be affected.
"But credit to our players in the second half they came out and we had some really good chances. We have proved that especially going forward we are a threat. To keep playing the way they are, I couldn't really fault them - they were up against one of the best teams in European football."
Lambert said there was no doubt that United had proved to be the best team in England this season.
He added: "You have to say congratulations to Manchester United on being the best team in the country. They are a really good side.
"Any league you win is difficult and they seem to do it year after year which is testament to the football club. They are hungry to win things and Sir Alex seems to turn out winning teams every year and they are certainly the best team this season."
Lambert is now turning his focus to Sunderland's visit next Monday to Villa Park. Villa are three points ahead of third-from-bottom Wigan but the Lancashire side have a game in hand.
"Next Monday is a massive game for us," he admitted. "We need to win and we know what we need to do. In football the most important thing is if it is in your own hands and you are not looking at everyone else's results."
Source: PA
Source: PA