Manuel Pellegrini admitted he did not see West Ham's disastrous start to the season coming.
The Hammers, who spent £100million on nine new signings in the summer, have lost their first four Premier League matches after a stoppage-time Adama Traore goal condemned them to a 1-0 defeat to Wolves.
Once again individual errors cost West Ham. Marko Arnautovic had just seen his powerful shot kept out by the face of Wolves goalkeeper Rui Patricio when, with time ticking down, the home side won a free-kick.
Instead of winding the clock down Carlos Sanchez lost possession to Ruben Neves and in a flash substitute Traore had the ball in the net.
"I'm very disappointed because in added time there was a free-kick for us," said Hammers boss Pellegrini.
"I think the best choice in that moment is to play a long ball to the other box but the players decided another action so we lose the ball and finally we lost the game."
Only once before in their history have West Ham lost their opening four league matches of a season, in 2010-11 under Avram Grant - when they were relegated.
With a trip to Everton - rarely a happy hunting ground - up next followed by visits from Chelsea and Manchester United things could get a lot worse before they get better.
"We knew before we started that we had a tough start, seven difficult games," he added.
"I don't think it is a bad start, it is a very bad start. We didn't think we'd lose six points here at home. Here at home to lose we must be very worried.
"But I think everyone inside the club is calm. I think we have a strong squad and we are going to have better performances in the future. But of course, when you start with no points in four games it is difficult."
For newly-promoted Wolves it was a first top-flight win since beating QPR in February 2012.
Boss Nuno Espirito Santo said: "The moment of recovering the ball with two minutes to go was huge. After 90 minutes one of our midfielders went high to press and won the duel.
"We know about West Ham on the counter-attack, with the speed of the players, but we were fortunate to get on the counter-attack with the high pressing of Ruben and deserved it.
"It feels good. Even if we didn't win I would be happy because we worked hard. We are happy and for our fans, it's massive, to come here and get three points."