A fortunate second-half try from South Africa flanker Willem Alberts and three penalties and a conversion from fly-half Pat Lambie gave South Africa a 16-15 victory at Twickenham but with two minutes to go, and England trailing by four points, Robshaw decided to go for a penalty rather than a line-out in the corner which might have resulted in an England try.
Lancaster said: "I'm not going to talk about one individual decision over another, not immediately after a game."
Owen Farrell, on for Toby Flood, kicked the penalty to take England to within a point but from the restart South Africa were able to play out the game.
Against Australia last weekend Robshaw controversially decided to kick for touch and take quick taps when many thought he should have taken kicks for goal in a game which England lost 20-14.
Lancaster added: "We'll sit down as a group on Monday morning when the emotion has gone out of the game and reflect on it. We discuss all the decisions. Some we get right, some we don't get right and that's part of any side's development.
"We're just disappointed to have lost the game, a game we felt we could have won."
Robshaw's controversial decision was compounded by the fact that initially he decided to kick for touch before asking the referee if he could change his mind.
Lancaster said: "The players have to make decisions on the field, as coaches we can't influence that. We back the players and support them and if we can learn from it and do better next time that's what we do.
"What we don't do is start discussing every decision in press conferences immediately after a game. The purpose of having a captain in a team is that he makes decisions and the players back him. That's what should happen. Was that the game-changing moment? There were lots of moments."