Lallana squandered a gilt-edged late chance to sink City in Sunday's pulsating Premier League clash at the Etihad Stadium when he miskicked in front of goal.
It was a moment for the England midfielder to forget but team-mate Wijnaldum was quick to point out the Reds had plenty of let-offs themselves in the thrilling 1-1 draw.
The Dutchman said: "At the end I think you must be satisfied, even though we didn't score a (winning) goal.
"I am a little bit disappointed at 1-0 we didn't score the chances we had. Also at 1-1 we had a big chance with Adam Lallana but unfortunately he didn't touch the ball.
"He said, 'I'm sorry, I have to score it,' but no-one blames him. We all know he wants to score and anyone can have those moments in a game. It can happen.
"He helped us a lot this game, he played a good game, intercepted a lot of balls, so there is no point in blaming him.
"There were moments in the game that were frustrating but in the end I think you must be happy they didn't score the two chances they had."
The game was a classic packed with incidents and talking points
Both sides failed to take advantage of a host of chances and had two penalty appeals each rejected in the first half.
Liverpool were eventually awarded a spot-kick early in the second half and former City player James Milner took advantage to give the visitors the lead.
City equalised through Sergio Aguero after 69 minutes but the Argentinian twice missed the target when well placed in the closing moments of an end-to-end clash. Kevin De Bruyne also hit the post.
Midfielder Wijnaldum said: "It was really intense. I enjoyed it because it was two sides trying to win the game, trying to create chances. I think that makes the game interesting.
"We both created chances. Unfortunately we didn't score the chance we created but I think we played good against a good Manchester City."
The result left Liverpool fourth in the table, a point behind City having played a game more in the battle for Champions League places.
Wijnaldum knows that with greater consistency, the Reds should be higher
Liverpool have taken 20 points from 30 against other sides in the current top six this campaign only to come unstuck against teams lower down.
The 26-year-old said: "I think it is a big frustration that we didn't deliver against the smaller teams. We were not 100 per cent concentrated.
"The most frustrating thing is that after the games against the smaller teams we looked back and all came to the conclusion we could have done it better, given more in the game.
"You can lose games but when you look back on the games you lose you must be, 'Okay we lost but we did everything to win it'.
"This was the kind of day it was difficult to win but, when we look back, we have had too many games when we know we could have done better."