Lamb said: "It was a great display and we have to keep this momentum going into the next few weeks.
"The lads did themselves justice in the first-half with a fantastic performance from everyone across the park. In the second-half we just couldn't get much of a foothold in the game.
"But we dug deep to get a bonus point and it was anyone's game in those final five minutes but unfortunately we couldn't quite get that score."
The match saw Lamb make his first start for the club after joining from Leicester Tigers last month.
He admitted: "I felt a bit rusty but it was great to be out there again and to try and gel with my new teammates.
"Hopefully now I can get some more minutes under my belt and we can put in another good performance next time out."
Warriors take on London Wasps on Friday 21 March at Sixways and Lamb believes his side will upbeat going into the clash.
He continues: "I think it's about building confidence. I wasn't too sure what to expect when I came here but the lads are very positive and it is a very upbeat group.
"We can take a lot of positives from the Quins game and now the lads have a week off so we will replenish and come back fighting against Wasps."