West Brom picked up all three points through Hal Robson-Kanu's 71st-minute strike, as the visitors hit their opponents with a sucker punch after performing second best for most of the match.
Speaking to reporters after the match, Dyche said: "I thought it was a good performance, you end up scratching your head that you don't get something, particularly when you perform so well, other than a smack up pitch that we didn't deal with really. Other than that I thought we limited them to very few chances and made a number ourselves.
"I'm disappointed with the outcome but definitely not the performance. There were some really good individual performances I thought. It was a typical West Brom display as they let the opposition have the ball and soaked up pressure, before capitalising on some sloppy defending from the hosts.
"We know of West Brom's team and how they go about their business, almost a back six get the ball forward and break on that. Set pieces you have to be diligent. The start points in the game you have to be diligent to that and have to break down back six at times, which is not easy.
"I thought we'd have to probe and mix our play at times more than we normally do. I thought we were effective at times. I thought we created enough to get something from the game."
Burnley have now won just one of their last seven Premier League games at Turf Moor, following a previous run of five successive victories.