A City own goal gave West Ham some hope, but Erling Haaland's hat-trick saw the visitors win 1-3.
Lopetegui later remarked: "We knew that City are one of the biggest tests in the world, but it was a pity that above all, at the start of the match, in the second half and at the end of the first, too, we had our good moments.
"I think we did really well in the half of the second half, but we didn’t score and when you don’t score against these kinds of teams, they don’t forgive.
"It’s true that we did little mistakes and against these kinds of teams in these kinds of matches, you can’t concede these kind of chances, because they don’t forgive.
"It was a pity because the players and the team made a big effort today after playing three days in a very tough match against Bournemouth.
"We were very close to drawing and I think we deserved it in the second half above all, but we didn’t and we have to keep the good things and try to improve the other things.
"I have to see the match again, but I had the feeling from the bench in the second half, thinking that we were better and we had the control.
"We had long possession and we were able to show we are not only a counter-attacking team. We dominated a big team, but for all this, you cannot take advantage of all these things if you don’t score.
"We didn’t score and that’s why we keep the good things and try to improve the others.
"First of all, City have big, big quality in their individual players and secondly they have big, big quality as a team, so they are dual difficulties, and they play always with one idea.
"We tried to avoid a lot of things and I think that sometimes we did, but I think, when I analyse the goal, that two for sure are actions that we could do better. We conceded these actions and their kind of players don’t forgive.
"We have to improve in these things, for sure."