"at a lecture" is a grammatically correct and usable phrase in written English.
For example: I learned a lot about history at a lecture last week.
At a lecture at Tulane University a decade ago, I asked the audience what they thought jihad means.
So I would look at a lecture.
Unbowed, he repeated the comments at a lecture in Germany.
Later still she bumps into her at a lecture, and has tea with her.
I turn up at a lecture, then I go home and that's it really".
They met again at a lecture given by Mr. Maeda in New York.
When Professor Paley described his finding at a lecture, "the room went absolutely silent," he said.
It came from the philosopher Krishnamurti, whom I met at a lecture.
This is an email from one of my students explaining why she wasn't at a lecture.
This year, on January 14th, Creme proclaimed at a lecture in London that Maitreya's television début had at last occurred.
Isabella was downhearted when he "hardly looked at me," ecstatic when she sat next to him at a lecture.
