Sam Allardyce settled for a point from a competitive London derby at Millwall but knew his team had made enough chances to have taken all three.
The Hammers headed to The Den in great away form and could have had a tremendous start inside the first minute when Henri Lansbury caught home keeper David Forde napping. Lansbury shot towards an empty net from fully 40 yards only to see it just flash wide.
He also hit the bar and Julien Faubert went close in the first half before Kevin Nolan and David Bentley spurned golden opportunities in the second 45. Although it is six games unbeaten, a first win at Millwall since 1991 still eludes the Hammers.
"We are disappointed we didn't win it but we respect the point we have got and a clean sheet based on the pressure Millwall put us under in the first half," said Allardyce.
"I thought it was a fantastic piece of vision from Henri [in the first minute]. I was thinking 'why the hell are you shooting from there?'He must have seen the keeper in the position he was and had the ball been on target it would have gone in the back of the net.
"It would have been nice to been talking about that goal but unfortunately it didn't go in."
Millwall recovered well from that early scare and gave as good as they got before half-time. Robert Green had to be alert for occasional forays forward but the Hammers looked more dangerous, even if they did have less of the ball than their hosts.
After the interval, it was more about whether West Ham would find the finish their enterprising play deserved - with David Bentley impressing off the bench as a replacement for Matt Taylor. Sam Baldock came on for the closing stages for his Hammers bow but never got the chance in front of goal he craved.
"We got what we expected," summed up Allardyce. "They had a very high-tempo start and you expect that in a local derby. Territorially they got the advantage in the first half. Henri had the best chance for us and he has hit the bar when we would have expected him to score there.
"Then when the game dipped away from them, which we knew it would physically, we started to open them up more. We got the subs on and Kevin Nolan has got a chance we would expect him to score with and instead of chesting it down and slotting it in he has decided to head it.
"David Bentley then got an unbelievable chance to put the ball in the back of the net and put it wide."
If it was a frustrating story in the final third, Abdoulaye Faye rightly earned praise on his first league start as the star man in a dogged defensive unit.
Alongside Faye, James Tomkins limped off midway through the first half with a groin strain that will keep him out for ten days, meaning the rested Winston Reid had to come into the fray. He was to more than play his part but the manager was concerned to lose Tomkins.
"James has a groin strain. We have got a big week coming up with three games and he could miss all three so it was great to see Abdoulaye Faye start and complete his first game.
"He was a very experienced calming influence for us. He is one of the reasons we got a clean sheet. Nothing fazes Abdoulaye. He showed a calm composed performance for us defensively.
"We are just disappointed that having scored so freely before I expected us to score today and we should have on the chances we created."