Callum Wilson struck in injury-time as West Ham won 2-1 on Saturday at Tottenham Hotspur stadium.
"In this moment, we need to stay together, work hard, come back tomorrow to the training ground. It's a disaster in this moment for us,” Romero told Spurs media.
"Thank you to the fans for always staying with us. Tomorrow we will train in silence, work hard again, midweek we have another big match.
"At this moment this is a disaster for us. We played sometimes good, sometimes bad. We must work hard and go again.
"Its' a difficult moment for us. We are not the best on the pitch.
“But Champions League, we have another big opportunity to maybe win and go to top-eight and go to the next round. That’s the most important thing.”
The defender added, "The performance is good but lose the game. Difficult and now we have to stay together.”