Graham Potter admitted the 1-0 home defeat against Crystal Palace was hard to take.
Albion had 24 shots on goal – a record for the club in the Premier League – but they were sunk by Jordan Ayew's 70th-minute goal on the south coast.
Solly March and Neal Maupay had great chances before Benteke struck and Lewis Dunk’s goal-bound header hit Maupay in the face on the line as Albion suffered a hugely frustrating afternoon in front of goal.
“It’s a sore one for us to take,” said the head coach. “We did a lot well in the game but didn’t take our chances and left ourselves open to conceding a goal.
It’s frustrating. We created chances but you have to put the ball in the net. They didn’t have too much until the game opened up for them at the end but other than that they didn’t create a lot and they didn’t have to do too much to get their goal.
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“The most important stat is the one which says how many goals you score but sometimes you need luck and we didn’t have too much of that either when Lewis Dunk’s header hit Neal Maupay in the face.”
Potter was left to reflect that there were a lot of positives in Albion's overall performance.
He added, "It’s not a nice feeling to lose a game when we have played so well but we have to put it behind us, think about the good things we did and prepare for the next match against Wolves.
“We gave everything. Hopefully we can turn those narrow margins in our favour - that’s the challenge. It’s disappointing but we can’t feel sorry for ourselves.”