Advocaat took charge of Sunderland for the first time on Saturday and it appeared that he had guided them to a well earned point.
However, Diafra Sakho's goal in the 88th minute saw Sunderland fall to a disheartening defeat and Advocaat admits that he didn't see it coming.
The Dutch boss believed that when West Ham took Kevin Nolan off their chances of scoring were over, and he admitted to his error after the match.
“When they took (Kevin) Nolan off, I thought that was a good move for us," he said. "But somebody else didn’t!
"To be honest, I did not have the feeling that West Ham would score a goal."
Sunderland were rather unfortunate to lose the match, as there was a definite foul in the build-up to West Ham's winner, but they cannot dwell on the defeat for too long.
The Black Cats have just eight games in which to ensure that they collect enough points to stay in the Premier League, and they need to start winning soon.
At the moment the Wearsiders are one place above the drop-zone, but their position is far too precarious to feel safe in and Advocaat has learnt a harsh lesson that you cannot afford to relax at any stage in the Premier League.