Slaven Bilic insisted he wanted an extended cup run after seeing his much-changed Albion side defeated in the Carabao Cup.
The Baggies went down 2-1 to Millwall at The Hawthorns, despite an early debut goal from Charlie Austin.
Set-pieces were Albion's downfall with the Lions taking advantage of timid defending with goals either side of half time.
"I'm gutted," Bilic told the club's official website.
"I'm very disappointed because we want to progress in a cup, it's good to be in a cup.
"Did we change the team? Yes, we changed the team.
"Not because we took this game easy, no, because we have a good squad and it was the right time to try the players who we are definitely going to use.
"And to be fair, they started excellent, after half-an-hour we were on top, should have scored more goals but, again, from a set-piece, we conceded a goal too easily.
"Then in the second half, the same, we started brightly, it was all us, and their one corner - goal."