Lehmann's side suffered a three-wicket reverse in Sunday's match, Australia's first defeat to Zimbabwe in a one-day international since 1983.
The Australia coach did not hold back after the match and let his squad, who will be shorn of the services of captain Michael Clarke for Tuesday's contest in Harare, know exactly how he felt.
"There's probably not enough expletives in the English language at the moment for the way I'm feeling," said Lehmann, whose charges beat Zimbabwe by 198 runs in their triangular series opener.
"It's just embarrassing for everyone involved in the touring party, and I hope they're hurting.
"They should be."
Australia's woes deepened with the news that Clarke aggravated a hamstring injury after his 68 had appeared to give the tourists a solid foundation to build on.
Brad Haddin (49) was the only other batsman to make an impression in a total of 209-9, which an inspired Zimbabwe duly overhauled with 12 balls to spare on the back of Elton Chigumbura's unbeaten 52.
That result left South Africa, victorious in their opening two matches, in a strong position at the top of the points table and practically assured of a place in Saturday's final.
The Proteas won by seven wickets when they faced Australia last Wednesday, with Faf du Plessis and AB de Villiers helping themselves to centuries in a stunning pursuit of 328.
De Villiers joined fast bowler Morne Morkel in watching Friday's 61-run victory over hosts Zimbabwe from the sidelines, but both are in line to return after enjoying a brief rest.
An Australia win without a bonus point would see them draw level with South Africa, but remain within the reach of Zimbabwe, who could yet progress to the final by prevailing in the last group-phase match against South Africa.