The England international came off the bench to salvage a 1-1 draw with an 80th-minute equaliser after Shane Long had given the Baggies a 51st-minute lead.
Bent said: "To find out when I got here (for West Brom) that I wasn't playing - it was disappointing. But at the same time, the lads played well and over the weeks we have been slowly getting better and better.
"I can't remember the last time I was left out. I only found out when the gaffer read the team-sheet out. I didn't know. It is frustrating and disappointing.
"All I can keep doing is what I did against West Brom - to come on and try to notch goals and go from there."
Asked what Lambert had said about leaving him out, Bent replied: "Nothing. I've not spoken to the manager at all about why he left me out. I'm sure we'll probably speak next week. You are always frustrated when you are not playing games, and the way I found out I wasn't playing."