Arouna Kone's close-range header moments after the Baggies' second goal was the only bright spot on an otherwise below-par afternoon.
Martinez said: "I don't think we are the sort of side that can get a result out of a scrappy performance. I don't think we were as good as we could have been today, and that is really the frustration.
"We know West Brom are a very strong unit and play with real confidence and are a difficult unit to break down, so to concede two goals early on was really disappointing.
"We started well enough but even though we presented the right attitude and attacking threat, I don't think we were as good as we can be. Our movement wasn't as sharp and our attacking threat wasn't good enough.
"We are frustrated with our performance. We really wanted to win today on the back of two great results.
"I thought we created enough chances to get something out of the game, but we weren't lucky enough to get that positive result."