Bournemouth took the lead at the Vitality Stadium through a Vitaly Janelt own goal, before Yoane Wissa equalised from a corner after half an hour.
Christian Norgaard then scored the winning goal for the Bees, reacting quickest to a bouncing ball in the box after a Kevin Schade long throw with just under 20 minutes to play.
Speaking to the media after the game, Iraola expressed his frustration.
“At the end, I think it's another of these games where we are not efficient,” he said.
“We are not efficient and I think we are doing a lot of very good things. But the most important things, there are other teams that are doing much better than us. And set play goals are valued the same.
“Obviously we know Brentford, we already conceded one long throw in when we faced them there. We've been working on it.
_(Image: Zac Goodwin/PA Wire)_ “But at the end it's a matter of leaving the second ball, smelling the danger, reacting quicker than them. They've been better now in set plays, I think we've created more chances. We will now check the stats and we will have more of everything.
“But when it happens, not only today, because if it's only today, you say bad luck. We had the crossbar chance, the keeper saves it over the line, a small offside, not a penalty, small margins.
“But when it's happening, especially in the last games, I would say almost every game we need to improve in the boxes, it is what it is.”
Asked what his team need to do to turn that around, Iraola said: “It's obviously hard work, but it's just also the mentality, the ruthlessness of valuing every chance. It's not like, okay, I have a chance in five minutes, I will have another and we will continue arriving.
“Sometimes it's not possible. So you have to value every chance. And I think today they were more efficient at the end.”
_(Image: Zac Goodwin/PA Wire)_ On if there is some frustration that this has become a theme for the Cherries, Iraola said: “Yes, but I think we cannot just say use it as an excuse like we've been, we could have. No, no. At the end, it matters.
“Nobody remembers these games after two weeks. No, after 24 hours.
“It’s what did you do against Brentford? We lost 2-1. It's not about it was a throw in, it was a corner. No, we lost. And at the end it's zero points.
“It's a shame because I think we are now in a bad run of results, but I see the team doing very good things and we are, I would say, most of the games closer than the opposition to a score, but we are not doing it.”