The Black Catslost 1-0 to the Hammers, with Diafra Sakho scoring a late winner for the hosts, but Rodwell felt the game could have been different had Defoe had been more clinical.
The 32-year-old striker burst through on goal in the first-half of the contest, but he blazed his half-volley over the bar and wasted the opportunity.
It was a chance that Defoe, at his best, would surely have capitalised on and Rodwell felt it was the turning point in the match.
“We didn’t deserve that and I think we deserved a minimum of a point,” Rodwell said. “We had a golden opportunity in the first half through Jermain and Connor [Wickham] fashioned good opportunity for himself.
“If they go in then it is a different game in the second period and even so I think we did okay, but it just wasn’t to be.”
Defoe has scored just twice in the 11 games he has played for Sunderland since arriving in the January transfer window, and he has had a minimal impact at the Stadium of Light so far.
At the moment Sunderland are just one point above the drop-zone and they can ill-affford to keep missing golden opportunities, with such pressure on them to start picking up victories.