A 2-1 defeat at Elland Road, with former Sheffield Wednesday striker Michail Antonio scoring a 90th-minute winner for the Hammers, extended the Whites’ winless start to the league season to six matches, something which has only previously happened on two other occasions in 1934-35 and 1951-52.
It also represents the club’s worst opening to a Premier League campaign.
The setback has intensified the pressure ahead of next weekend’s home game with Watford, which is arguably the most important fixture for Leeds since their return to the top-flight.
A fine strike from Raphinha, who was excellent until coming off with just over 20 minutes to go, put United in front in a first half which saw goalkeeper Illan Meslier make three fine saves.
The Frenchman received treatment early in the second period after being caught by a flailing arm by Antonio which led to Tomas Soucek’s 54th-minute goal being disallowed by VAR officials.
Meslier’s resistance was broken when Jarrod Bowen’s shot, which took two deflections off Charlie Cresswell and Junior Firpo, flew past him midway through the second half.
Antonio then rubbed salt in the wounds when he struck at the death – on an afternoon when many home supporters called for his dismissal in the incident which saw Meslier felled.
On whether his side’s confidence has been affected, Bielsa – who had to make do without Patrick Bamford, Robin Koch, Diego Llorente and Luke Ayling – said: “The succession of bad results, the absence of points, (and) the position in the table, they are all factors that affect the morale of any team. When the performance is not negative, the recovery is more probable.
“The two teams had different realities.
In this case, they (West Ham) found the triumph.
“I don’t think we deserved to lose. (Although) I imagine the opponent’s manager thinks they deserved to win.
“When a team finds themselves in a good moment, they obtain these recompenses. When a team accumulates negative results, they don’t find a lot of things they deserve.”
Admitting that his side paid a price for sitting back a little in the second period, the Argentine added: “When you conserve a result, we stopped (in the second half) doing some things that are necessary to avoid losing what you obtained.
“Responses like this are sometimes natural. Trying to hold onto what you have got and forgetting the path that led you there.
“We spent too much time defending and not enough time in the opponent’s half. When you defend too close to your goalkeeper, it is likely their chances increase.”
One positive aspect of the afternoon was the performance of teenage defender Charlie Cresswell, 19, who had an impressive league debut for Leeds.
Bielsa commented: “It was a performance with a lot of personality and character with very few errors. He composed himself in a very, very difficult game against a striker (Antonio) who is very difficult to neutralise.
“He is a young player who took a long time to earn this opportunity, like he did so against Fulham (in midweek).”
Midfielder Adam Forshaw is set for a month on the sidelines after suffering a thigh injury.