"No shots on target and we conceded three goals, so it is impossible to play worse," Pellegrini said after a third straight defeat.

"The first 45 minutes were very equal for both teams, we had similar possession and Wolverhampton created one chance from a cross that was headed out of our goal.

"But the second half was difficult to understand. We conceded goals from set-pieces, they had another three or four chances and we couldn't shoot at their goal.

"So there were a lot of reasons and we must understand what was happening.

"We were looking for a reaction after we lost against Wimbledon in the cup. It was the moment to try to find a reaction here. We couldn't do it and we have to review all we are doing, because something we are doing is bad."

Arnautovic, who signed a new deal on Saturday after interest from China, limped off midway through the second half following a tackle from Ruben Neves.

He left Molineux on crutches with a protective boot on his right foot.

Pellegrini added: "It will not be an easy injury. I hope he hasn't any problems but we must review him with an examination.

"It was a hard kick in his foot. I'm disappointed about that and disappointed because we have just 15 fit players.

"We don't have any creative midfielders in this moment so it's difficult playing so many games with the same 15 players."

Wolves moved up to seventh in the Premier League, four points above their 11th-placed opponents, following a dominant performance.

Lukasz Fabianski saved from Jonny and Diogo Jota before Saiss broke the deadlock with a 66th-minute header.

There was no coming back for the Hammers and Jimenez stabbed in Joao Moutinho's free-kick before converting Jota's pass in the final 10 minutes.

Boss Nuno Espirito Santo said: "Of course we can play better. This is the ambition we want, we always want to improve.

"We had a good game and improved on our last game. A clean sheet was very important to us after achieving such beautiful goals. We always have to analyse it, we cannot disguise it.

"Raul is doing a fantastic job which goes beyond the goals he scores. The way he plays, his combinations, the way he works, he doesn't stop – he is always giving us our first reaction to losing the ball. He has to keep on going.

The Molineux crowd chanted for their team to make Jimenez's loan deal permanent but Nuno said: "These decisions will be made when they have to be made – and today is not the day to do it."

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