During the first half of the game at Old Trafford, Baggies defender Craig Dawson stood on the foot of Ander Herrera inside the box, but the official opted to wave play on when the midfielder went to ground.
Gallagher has acknowledged that United were unfortunate not to be given a spot kick, but has offered an explanation as to why the home side missed out on the chance to net from 12 yards.
"The referee is unlucky here due to where the ball goes. He thinks that Dawson plays the ball but it's actually Herrera that plays the ball and Dawson stands on his foot," Gallagher told Sky Sports News.
"The referee thinks Dawson stands on the ground and plays the ball - I can understand why he's not giving it due to where the ball has travelled."