The Hammers went down 2-1 at Old Trafford, but could have at least returned to the East End with a point had some contentious decisions not denied them the chance of returning with three.
A Felipe Anderson strike was incorrectly ruled out for offside, while there was also controversy surrounding both of Paul Pogba’s goals.
Added to the fact Pogba could well have seen red for a reckless high foot, fans can sympathise with Pellegrini in his state of chagrin.
The 65-year-old told talkSPORT after the game he felt his side were denied a first win at Old Trafford since 2006 because of bad decisions from the men in black.
“Yes, I think we didn’t win this game because of the refereeing decision,” Pellegrini told Sam Matterface after the game.
“But, a difficult decision also. I think that in our goal, Felipe [Anderson] was also offside but just for one foot.
“So this is for VAR. But I’m not going to complain about the linesman, I told him because it was a very difficult decision.
“Unfortunately for the same lineman in the second goal of Manchester United also now is an offside, just also for one feet. But it is offside when Rashford made the last pass and before we made the penalty.
“I think also the decision of the penalty of Robert [Snodgrass] was not a penalty. But, the referee saw the review, I’m sure he would decide it was not a penalty.
“But, in that moment, you can award the penalty.”
Losing Manuel Lanzini through injury soon after his assist summed up West Ham’s afternoon in Manchester.
The Argentine was growing in confidence before an apparent groin strain forced West Ham into a change.
But despite the odds seemingly continue to stack up against the Irons, Pellegrini revealed he was pleased with the performance from his players.
“Well for me it was a pleasure to see the team play in this way,” the Chilean continued.