Sam Allardyce felt the effort of his players deserved more than it got in a 3-1 Barclays Premier League defeat by Arsenal on Boxing Day.
The Hammers got their noses in front at the start of the second half thanks to Carlton Cole's predatory finish, but Arsenal turned the game on its head in the final quarter.
First Theo Walcott notched a brace in the space of three minutes, before Lukas Podolski came off the bench to make the points safe late on.
After keeping the table-topping Gunners at bay for so long, Big Sam felt his side could have gained tangible reward from the contest.
"I'm sad for the players because to have no reward from such a great effort is a little hard to swallow," he said. "The bravery and desire they showed, along with the ability to have an Arsenal team on the back foot for such a period of time, particularly at the start of the second half, deserved more.
"Again, failing to score the second goal, when we've created clear cut chances and not taken them has hit us hard.
"A side with the talent and quality that Arsenal have both on the pitch and on the bench will punish you for that. Unfortunately for us they punished us in a three-minute spell.
"That made life extremely difficult after that because the pressure came off them, but we had the chances to score the second. That was the difference between the two sides on the day."
Matt Jarvis, Joey O'Brien and Carlton Cole himself all had chances to add to the Hammers' opener and Allardyce believes that had one of those opportunities gone in, the points would have stayed east.
He added: "The players will be frustrated because they know that they should have given themselves a great chance to win this one, and relieve the pressure on us all.
"Being sat here having beaten Arsenal would have been one unbelievable lift for everybody, that's how close we came to it on Thursday. It's a great shame that we didn't get a point out of it and we ended up losing it, but it was a magnificent effort and we have to keep believing that if we play like that we'll get out of the position that we're in.
"It's a very delicate position, a huge amount of pressure on the players and on me. It's my responsibility to try and keep that pressure off those boys to make sure they don't play under fear and that they play as fluent and skilfully as on Thursday."