The Hammers hosted Manchester United at the Boleyn Ground on Wednesday as they sought to book a semi-final place and a day at Wembley.
Instead Louis van Gaal’s side dashed their hopes as goals from youngster Marcus Rashford and Marouane Fellaini saw the Dutchman’s men to a 2-1 victory.
It was a disappointing final FA Cup game for the home fans at the famous old ground, and Mills believes it was caused by the occasion getting to the Hammers players.
This is the most unpredictable FA Cup we have seen at this stage. Normally you have clear favourites who is going to win it. I'm not sure we do. I thought West Ham were disappointing."
The Hammers must now turn their focus back to the Premier League as they remain in contention for a top four place.
They currently sit in sixth in the table and five points behind Manchester City in fourth place and that crucial final Champions League place.
With a number of points left up for grabs, there is no reason they cannot catch Manuel Pellegrini’s side in their remaining games, and must turn their attention to doing just that.