The League Two club gave Slaven Bilic's Hammers a run for their money before losing the tie 1-0 to Dimitri Payet's 96th-minute free kick
Coleman said: "We don't want to be congratulated for being plucky losers, we came to win the game.
"We knew West Ham were a bit fragile at the moment. People will say they haven't played well tonight, but that would be disrespectful to us.
"The players worked their socks off and I have to give them credit. But giving a foul away in that position with Payet on the pitch is tantamount to suicide."