Slaven Bilic's side have lost their last three games in the Premier League - with their last victory coming in early February - which has left West Ham sitting in 12th place in the standings.
Despite having to deal with a stadium move and enduring an injury crisis early in the season, Bilic's future with the Hammers appears in some doubt following the team's recent poor run of results.
West Ham now take on Premier League strugglers Hull on Saturday and, ahead of the clash, Lanzini has called on the Hammers to "work harder" to stop letting in late goals although such a task will be made all the more difficult by Winston Reid's injury which will sideline the centre-back for five weeks.
Lanzini, who has been in fine form of late, told West Ham's official website: "It’s true that we didn’t play well at Bournemouth in our last away game, when things didn’t really come off for us, despite the fact we knew they would press us very high.
"If you look at the games before that, we played well against West Brom and Watford, particularly in the second half of those games, so I think we have been improving overall.
"Conceding in the last minute is always a blow and, as a team, we can always work harder to stop that happening and to improve."