"When you have chances like that and you don't take them you have a problem, luck has nothing to do with it," said Strachan.
"It's frustrating, just like last week against Plymouth when our best player, Adam Johnson, missed a penalty.
"It's frustrating for me, it's frustrating for the players who work so hard and it's frustrating for the fans."
Warnock once again was left impresed by keeper Julian Speroni.
"That was just an average game for Julian," smiled Warnock.
"It was a bit hairy at the end and that's when character comes in."
Ambrose took his tally for the season to 10 - not a bad return for a player snapped up on a free transfer after being released by Charlton in the summer.
"I was so pleased it fell to him," added Warnock.
"It's not my fault someone gave him away. I bid £1.5million for him once - that's how much I rate him.
"He needs a certain type of manager and we make a good pairing.
"But I think we had 11 stars out there today."