Jose Mourinho's men were visiting the London Stadium after last weekend's draw with Wolverhampton and the midweek League Cup exit against Derby, not to mention the civil unrest between the United manager and Paul Pogba, and this was yet another low.
United have a tricky week before the second global break as they host Valencia in their Champions League group-stage outing before welcoming Newcastle United next Saturday.
That has led to mounting speculation about Mourinho's future at the club, but Shaw believes it is the players who need to shoulder the blame.
"When you play a long time with another team and you play different football in that other team you have some kind of adaptation that you have to have", said the Frenchman. "One goal is offside, the second goal is own goal and the third goal is referee's mistake but for the next game we have to have a better start", he said, adding that Pogba, who was substituted in the second half, was "trying hard". The manager isn't on the pitch, is he?.
"You've got to put it behind you quickly and when you have these types of results you want a game as quickly as possible", wing-back Ashley Young told the club's website. "It was not good enough from a Man Utd team with all the talent we have". That shouldn't be happening.
"Games like this [at West Ham] we should be dominating, creating chances, showing people why we deserve to play for Manchester United". It was very poor from us.
Earlier, NAIJ.com had reported how former Real Madrid manager Zinedine Zidane is reportedly taking English lessons so as to prepare himself in case Manchester United decide to fire embattled Jose Mourinho.
Alexis Sanchez is likely to be back in the squad for Valencia's visit to Old Trafford on Tuesday after he was axed for the trip to West Ham.
Juan Mata, who was left out the squad entirely against Tottenham and Burnley, was also the subject of Mourinho's ire.
The pressure on Mourinho is increasing after every matchday as the Portuguese tactician has seemingly run out of ideas to arrest a slide at United.