"Disappointed doesn't really describe it, it's a sick feeling," McAuley told the club's official website. "It's frustration and anger and all those feelings and emotions you get after a game of football. It's one of those things.
"We're disappointed, obviously we thought we had won the game, we've gone to try and improve on the scoreline, we were a little bit naive with that, but that's hindsight.
"If the pass comes off then it's 4-2 and game over as well. It's a hard one to take but it just means next week's game is even bigger."
West Brom, who are three points above the relegation zone in the Premier League table, will take on Norwich City at Carrow Road this weekend.