The Hammers suffered a 3-1 defeat at Carrow Road, with Rat left confused as to how they went away empty-handed despite leading the game at half time.
"It is difficult to think how we lost the game after the first half, in which we played very well, had a lot of chances and controlled the game," he told the club's official website. "It's amazing how we lost it.
"It should have been all over by half-time, if we had scored the second goal and maybe a third one, it would have been hard for Norwich, but I think this is our problem - we created a lot of chances, but we hit the target not too often. We need to improve on that.
"We have a good team and we demonstrated that in the first half on Saturday, at Swansea, at Tottenham. If you make a review of all our performances and all the points we've lost, it's really unbelievable."
After the international break, West Ham will host Chelsea in the Premier League on November 23.