The Whites took the lead midway through the first half via Raphinha, but an own-goal from Junior Firpo and Michail Antonio's last minute strike ensured the Hammers left Elland Road with all three points.
Speaking after the game, Leeds boss Marcelo Bielsa said: “They are two teams with different realities I don't think that we deserved to lose. But I imagine that the opponents' manager thinks that they deserved to win.
“When a team finds themselves in a good moment, they obtain these rewards and when a team accumulates negative results you don't find a lot of things that they deserve.
He continued: “Our project of play was the same. When you conserve a result you stop doing some things that are necessary to avoid losing what you have obtained. There are responses which are sometimes natural, trying to hold on to what you have got.
“We spend too much time defending and not enough time in the opponents' half and defend too close to the goalkeeper, it is likely that the opponents chances to score increase.
“A succession of bad results, the absence of points, the position in the table they are all factors that affect the morale of any team. When the performance is not negative, the recovery is more probable.”
Next up, the Whites will look to bounce back next Saturday afternoon, when they host Watford in a must-win game at Elland Road.
Take a look at the latest news round-up from the Premier League, as the build-up to the weekend's action continues: