The Whites took the lead through a Mateusz Klich penalty, retaken after the video assistant referee spotted Lukasz Fabianski off his line when he saved the first kick, but the Hammers scored two headers from free-kicks, converted by Tomas Soucek and Angelo Ogbonna.
Bielsa had spoken before the match about his concerns over his side's defending at set pieces. He added that his side must recover the ball better when attacks break down.
“There are no mysteries to the things we have to do,” said the Leeds coach.
“Set pieces can be perfected by continuously training them. We have to reproduce what happens in a game in training sessions.
“We will continue insisting on this until we can solve the problem.
“What's happening is not an excuse. This problem we have already had it in the past, we have resolved it and now it's happening again.
“The most important aspect was how we recovered the ball after our attacks finished.
“When the attacks don't finish in the opponent's box – and that's not easy – it is difficult for us to recover the ball.
“This generates consequences in our game and we struggled as a result.”
West Ham dominated the second half with goalkeeper Illan Meslier, who flapped a weak hand at Soucek's header, making a couple of good saves and Fabian Balbuena heading against the post.
“The result should have been by a bigger scoreline,” said Bielsa.
“We could also have drawn the game (Rodrigo heading at Fabianski in stoppage time) but the game could have been lost by a bigger margin.”
Bielsa seemed bemused by a question about his decision to bring on Tyler Roberts for Patrick Bamford rather than Pablo Hernandez. As he correctly pointed out, Roberts was the centre-forward on the bench but it is creative midfielder Rodrigo's preferred position. He also dismissed the suggestion his team is “naive” in its play.
West Ham manager David Moyes said his side had not practised set pieces ahead of the game.
“We didn't any more practice than we normally would, in fact we did none," he said. "We prepped other areas but it's a big part of the game and in truth there's another couple we should have scored as well."
Moyes praised Meslier, and was frustrated to see his opposite number punished after saving Klich's original penalty.
“I thought their goalkeeper was outstanding, some of his saves kept them in the game," said the Scot, who saw his side go fifth in the Premier League ahead of the rest of the weekend games.
“It was a definite penalty but I think the decision (to retake it) was terrible.
“I'm angry still that this is the way football's gone. I can't understand what they're doing.
“I think his heel's on it and for them to have a microscope on it to see it. On that occasion surely the benefit would go to the goalkeeper, not to the striker, because the goalkeeper's made a save. The continued for 15 seconds after and then was brought back."
Moyes also had warm words for Leeds's football, which has won them many fans this season even though they are in the bottom half of the table.
“Leeds are going to cause teams lots of problems because of the way they play and this game was probably different to any game you play because they have something different you have to cope with," he said. "I give a lot of praise to my players for the way they dealt with it.
“Bielsa's an incredible manager who's had an incredible career and more importantly has a style that has been picked up by other coaches."
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