The Baggies failed to return to winning ways in the Premier League, as they went down 2-1 to City at the Etihad Stadium.
Stephane Sessegnon put West Brom in the lead as early as the sixth minute, but the home team equalised in the 19th minute through a Sergio Aguero penalty and scored the winner through Samir Nasri midway through the second half.
McClean has taken to Twitter to express his disappointment at the final result.
Luck wasn't on our side today its safe to say, credit to the baggies fans great noise throughout in awful weather— James McClean (@JamesMcC14) April 9, 2016
Over the course of the 90 minutes at the Etihad Stadium on Saturday evening, hosts City had 62% of the possession, took 13 shots of which only four were on target, and earned eight corners.
Visitors West Brom had just 38% of the possession, took 13 shots of which just two were on target, and earned eight corners.
The Baggies are 13th in the Premier League table at the moment with 40 points from 32 matches.