Jermain's 'goal' came just before half-time, as the Hammers were striving manfully to get back into the game at 2-0 down, and he reveals: "It was weird because as soon as I scored Gary Neville turned round and said to me that O' Shea played me onside.
"It was the linesman that made the decision and there was nothing I could do - I just had to get on with it.
"The ball had ricocheted to me and I just hit it, I thought it was onside, and I was walking away not expecting the whistle to come - but it wasn't meant to be.
"The two goals in the first half were a killer, but if we had gone in at half time at 2-1 the second half would have been a lot different.
"In the second half we played a lot better than in the first when we couldn't really get the ball.
"They made Arsenal look average last week and there was plenty of effort from us."
To sum up the Hammers' luck on the day, Jermain also believed he should have had a penalty in the first minute when he was bundled over just inside the edge of the box, while an own goal by Sebastien Schemmel completed the 3-0 scoreline.
But there are no recriminations from the young striker, who says: "There was so much pace on the ball there was nothing he could do."
The only consolation, if it can be called that, was that West Ham did not concede a fourth and therefore double the number of Premiership games this season that have been won by a margin of four or more goals.
The only other time that has happened was when the Hammers were beaten 4-0 by Newcastle at the start of the season.