The Hammers were beaten 3-2 in west London, despite having battled back to lead 2-1 at half-time after a string of errors had paved the way for Brentford striker Neal Maupay’s opener.
With Kurt Zouma missing through injury, Konstantinos Mavropanos was handed a first Premier League start of the season, but the Greek centre-back headed Bryan Mbeumo’s cross into his own net, before Nathan Collins got ahead of Nayef Aguerd to power home Brentford’s winner.
“The cross comes from Mbeumo and we should have dealt with that, the second one was a cross to the back post and Collins gets it,” Moyes said. “We weren't talking about anything weird and wonderful.
“We've found that we've not dealt with things which as a player I would have been disgusted with myself for not being able to deal with them much better.
“I don't think my teams do that. That is why I am annoyed that I've come here and not been able to defend when put under pressure.
“We're talking about small things, but small things lead to bigger things. We didn't deal well enough with the small things.
“The first goal is Keystone Cops, it really is.”