They saw off Andorran side Lusitanos 4-0 over two legs in the first qualifying round but could only follow that up with 1-0 win against Birkirkara FC at the Boleyn Ground teeing them up for a tricky their trip to Malta for the reverse fixture next Thursday.
The match against Birkirkara marked a first official game in the dugout for new Hammers boss Slaven Bilic.
He elected to leave Academy manager Terry Westley - who had been taking training before the Croatian joined up with the east Londoners - in charge in the last round as a mark of respect.
There will be much tougher tests to come, but what did we learn from the game?
1) Modibo Maiga doesn't have a future at West Ham
Frozen out for the last two seasons at West Ham after just three goals in 31 games for the club since his £6million move from Sochaux in 2012.
He was sent on loan to Queens Park Rangers where he also failed to impress and then Metz last season where he fared slightly better with nine goals in 25 games.
But if his performance against Birkirkara is anything to go by West Ham's search for a new striker will be intensified. Maiga had the perfect chance to show what he can offer Bilic, but failed to deliver against the Maltese minnows and was hauled off.
A distinct lack of movement meant the Hammers struggled to break down the visitors and it brought the crowd's frustrations with Maiga screaming back. Whether anyone will take him is another matter.
2) West Ham must bring in even more players to cope this season
Slaven Bilic sent out a strong side including a host of first team regulars in the hope of putting this game to bed ahead of a trip to Malta next week.
But the lack of creativity and penetration up front will have alarm bells ringing on the terraces, in the dugout and in the boardroom.
The Hammers looked toothless against a hardworking, organised side lacking in any quality. West Ham dominated possession and were grateful to James Tomkins for making the breakthrough at the death.
Without the suspended Diafra Sakho, Stewart Downing leaving for Boro and Andy Carroll out until at least September, the hosts were shot shy and it highlighted an urgent need for reinforcements despite already having signed six players this summer.
3) Bilic won't be getting too much slack from expectant West Ham fans
Once again West Ham's brilliant, loyal fans turned out in great numbers for a match against little known opposition.
They had very little to cheer all night and when the Hammers dithered in the second half and continually passed the balls backwards they let them know with a chorous of boos.
While Bilic will undoubtedly be given time by the West Ham faithful to implement his philosophy, failure to win the games they are expected to will get short shrift from the terraces.
The Hammers wanted a new style and more attacking outlook, on this evidence Bilic will need time to implement it.
4) If you thought Bilic was animated, you need to see Birkirkara manager Giovanni Tedesco
Slaven Bilic has earned a reputation for being an entertaining prescence on the touchline over the years.
But Birkirkara's boss Tedesco put him to shame in that respect ranting and gesticulating throughout as his side played like it was their cup final to hold West Ham for most of the game.
His antics on the touchline caused great amusement on the terraces and at one stage he even gestured to the referee that West Ham were wasting time.
He will certainly have his side fired up for the second leg back in Malta and he has plenty of experience of European competition after a career with Serie A sides like Palermo.
5) Youngsters will have to wait for another chance after narrow win
Bilic sent out a strong side full of first team players to put the game to bed, probably with the view of giving the young players who had shone in the first qualifying round another chance over in Malta.
But after sealing a very slender win Bilic will have to go with experience in the second leg to ensure there are no slip-ups which cost the club a coveted place in the next round.
The likes of Reece Burke, Reece Oxford, Lewis Page, Diego Poyet and Elliot Lee may feel frustrated after the elation of helping the club through that first round. But they must bide their time until the next opportunity arises.