The assistant referee raised his flag after the Belgian tapped the ball into the net from an offside position, but replays showed that it appeared to have been passed to the forward by a West Brom player.
The 25-year-old told the club's official website: "I think I am onside. I think the referee got it wrong.
"I said to the ref I am onside, only this, but that's his decision and I have to accept it. I thought I had scored my first Swansea goal, but maybe next week.
"West Brom are a strong side, but the 2-1 scoreline is not good for us. But that's football and next week we are at home and we must try to win again."
Lamah is on loan at Swansea from La Liga side Osasuna.