The Baggies went into half time with a 3-1 advantage, but capitulated after the break and were denied victory by a last-gasp strike from Christian Eriksen.
"We did start very well, we had a good first half but the result has gone against us," the Spaniard told reporters.
"The problem is we are so keen to win the points, we need to play the same way regardless of being 3-0 up or if 0-0.
"This is very difficult for me, the players are very down but we have five games to come. Every point is very important."
The result leaves the Baggies three points above the Premier League drop zone in 16th place in the table, with one game in hand over several of the teams around them.