Mikkel Damsgaard had Brentford ahead before Fulham struck three times through Alex Iwobi, Harry Wilson and an Ethan Pinnock own goal.
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“I’m bitterly disappointed,” he began. “I know what this game means to the fans.
“We started the game well. The approach from the players, around the game and the occasion, was outstanding.
“We took the lead, and then the manner of their two goals, and the timing of them, was really disappointing.
"We need to learn from this as a group. It’s a young squad and we need to analyse that period.”