Sunday's game was the eighth time United have conceded an opening goal on the road in the Premier League this season.
- Insider Notebook: Varane on Man Utd's defensive shortlist
"Of course we are [still in the title race]," Harry Maguire said after the game. "We have to go again and win the next one and then the next one.
"We created a lot of chances -- enough to win the game.
"It was tough for ourselves with the goal we conceded, for us, it was a foul.
"We played the game in their half. We can do more and improve but it's disappointing. It was a tough job against a team that defends deep."
West Brom stunned the visitors in the opening two minutes when Diagne shoved off the challenge of Victor Lindelof and neatly headed the day's first goal.
Fernandes pulled the game back for United a minute before half-time when Luke Shaw crossed the ball into the box. Despite being surrounded by West Brom players Fernandes hooked the ball with his left foot and into the top corner of the net.
"We were so certain it was a penalty," Maguire added.
"Not sure why they needed to send him [the referee] to a monitor. The clip was minimal but it was a penalty. It seems like the decisions are going against us.
"We can't be relying on VAR decisions. We have to improve."
United manager Ole Gunnar Solskjaer said his side should have played better but insisted they had no plans to let Manchester City run away with the title.
"I said we shouldn't be talked about [in the title race]," he added.
"A compliment for the boys and we got into position we are now. We won't let them [Manchester City] run away with it -- we're playing them soon. We're not giving it away early."