Development Squad captain Callum Driver was left feeling hard done by after the young Hammers were defeated by Fulham at Motspur Park on Monday night.
One goal was all it took to separate two of the Barclays Under-21 Premier League's top sides with the Cottagers maintaining their unbeaten record with a narrow victory.
The winning goal came after 37 minutes as Lyle Della Verde cut-in from the right-hand side before his shot took a deflection off two Hammers' defenders, wrong-footing Raphael Spiegel who could only watch as the ball rolled past him.
Driver told West Ham TV that he felt the goal was unfortunate but still thought his side could have found a way to take something from the match.
Read the minute-by-minute report of Monday night's match here
"We're all very disappointed. We wanted to have a comeback from the West Brom game last week when we lost 3-0 but instead we're here very disappointed with a 1-0 loss here tonight.
"We feel hard done by with a lucky goal and we felt that we maybe could have snatched one at the end but we didn't get that chance."
Defeat to Fulham extends a winless start to the year for the U21s who were knocked out of the U21 Premier League Cup by Chelsea before West Bromwich Albion recorded a 3-0 win at Rush Green in their last league encounter.
On paper, Fulham was the squad's hardest match of the season with their hosts yet to lose a league game in eleven outings.
As it turned out, the Hammers could well have taken the points back to east London had Matthias Fanimo or Elliot Lee converted good chances as the away side pushed late-on for a levelling goal.
Captain Driver felt the team's failure to capitalise on their opportunities cost them dearly on Monday night.
"I think they're unbeaten, and have drawn two, so we were hoping to get a result because we're up there too.
"We wanted to give them a good game and I think we did that but we just didn't take our opportunities tonight.
"We got the ball in the box a few times in the last five or ten minutes but it just wouldn't drop to us for us to get the opportunity for a shot on target."
The full-back is now keen to ensure the U21s produce a response when they next take to the field against Blackburn Rovers on 31 January.
The Hammers have home advantage at Rush Green and will be looking to move back into the top four places in the league.
"We've had a bit of a kick so we're hoping to bounce back as soon as we get into training this week and try and get as fit as we possibly can ahead of the next game against Blackburn Rovers."