Watford stunned the Hammers 4-2 at London stadium.
Antonio told whufc.com: "I'd rather not score and win the game than score two goals and lose it. We came out raring to go and started well, but after we got two-up I think we took our foot off it, and now it's pure frustration.
“We had other opportunities to kill the game, but we didn't manage to do that and defensively we made a couple of mistakes.
“All we can do is say sorry to the fans for that and move on to the next game."