Goals from Morgan Amalfitano and Saido Berahino gave the Baggies their first win at Old Trafford in 35 years, but the Brazilian believes that there is no need to panic.
"I felt we deserved something from the game. West Brom were really tough to play against but we still managed to create some opportunities, we just weren't able to take them and unfortunately West Brom took theirs," Anderson told MUTV.
"As always we will continue to work hard on the pitch and in training as this is demanded at Manchester United. We want to win every competition we are involved in, so we need to focus now and move on to the next game. We have to show character.
"Everyone knows United have great players and even though the situation is not easy we have to look ahead and think positive."
David Moyes's side face Shakhtar Donetsk in midweek, before travelling to Sunderland next weekend.