"It is getting late on in the season and we need to win games so it was desperately disappointing to drop points at home," he admits.
"We didn't give the fans too much to shout about again; we had the goal disallowed and thought we would press on after that but they came and frustrated us - they did their job.
"We should have kicked on and if it had been allowed it would have taken a bit of weight off us, but these things happen; Bobby didn't complain too much about it so he must have thought it was offside."
Hayden, who is almost certain to miss Tuesday's game with Wimbledon after leaving the field in the first half on Saturday with a back spasm, says the Saddlers played out of their skins at the weekend, inspired by a full house.
"No disrespect to Walsall but they only get five or six thousand watching them, then they come to Upton Park where it is over 30,000 and it is like their cup final," he says.
"We knew they would be on fire and it was up to us to break them down."
So are West Ham still capable of catching West Brom?
"I think we can; they have yet to go through a bad run and if we go through this month winning every game which we know we are capable of - I can't remember the last time we lost - we can do it," he insists.
"But we have to turn the draws into wins."
Hayden should be back for the trip to Sunderland after seeing a specialist at the weekend, and he says:
"I am trying to get myself right and playing again."