"We just couldn't make the breakthrough," admitted the Liverpool boss. "I can't blame the players, they gave everything."
The Reds dominated the game but failed to take chances and Steven Gerrard's late penalty miss was punished with two late goals from the visitors.
"We were on the front foot and looking to create but it was a good away performance by West Brom and their keeper made some fantastic saves which kept them in the game.
"The result is a big disappointment. We will go again tomorrow – we've got the Europa League [on Thursday]. We'll recover and go again."