It all started so well for Connacht after they controlled the first quarter and led 6-0 through two Jack Carty penalties but a Niko Matawalu double and a Stuart Hogg score gave Glasgow a 19-6 lead at half time.
And despite playing against 14 men for 20 minutes of the second half, with both Tommy Seymour and Chris Fusaro yellow carded for the Warriors, Connacht were unable to claim their first win over Glasgow since February 2011.
While Lam was pleased with his side's opening to the game, he rued their inability to capitalise on some key chances.
"I suppose the main thing was we needed to start well and we did that," he told the Irish Independent. "But about 20 minutes into the game we had only six points.
"We missed a few opportunities there. Against a team like this you have to take them.
"We've controlled our destiny all the way from September to now. We've lost that so all we can do now is go to Zebre, get a win and see what happens."
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