In testing conditions the hosts came out on top, Josh van der Flier crossing over for the game's only try in a 13-0 triumph.
The results sees in-form Leinster - unbeaten in the league since October 16 - move above Connacht in the GUINNESS PRO12 and into second place, leaving Lam frustrated.
"There was a big effort, particularly in the first-half defensively," he said.
"Then in the second half obviously we needed to get some field position and we did that, but being able to keep the pressure on is always difficult particularly one of the things is you have got to have discipline.
"Fair play to Leinster it's a team full of internationals and they came through, and they got close to our line.
"All in all we are disappointed, we put lots of effort into it and now we just have to take the learnings and move on."
To buy tickets for the GUINNESS PRO12 Grand Final click here. Also follow us on Facebook, join the conversation on Twitter, sign up to our YouTube channel for extensive match highlights and sign up for our newsletter for regular updates on the GUINNESS PRO12.