West Ham failed to reach the Europa League group stage as Astra Giurgiu condemned the Hammers to a first competitive loss at the London Stadium.
After a 1-1 away draw last week, West Ham trailed when Filipe Teixeira precisely finished a swift counter-attack by the Romanian champions.
The Hammers improved after the break, with Jonathan Calleri and Winston Reid bundling their best chances wide.
Ashley Fletcher also went close, but West Ham could not force extra time.
It is the second successive season that Astra, who have only won once in five league games this season, have knocked the Hammers out of the Europa League qualifying round.
The home fans quickly left the Premier League club’s new 60,000-seater stadium within seconds of the full-time whistle, although the small pocket of Romanian fans remained to celebrate with their jubilant players.
“The disappointment is massive,” said West Ham manager Slaven Bilic.
“We didn’t play good in the first half or with desire as a team. We were second best.”
Blunt Hammers show need for attacking edge
Hammers boss Bilic had stressed the importance of “getting the job done” and reaching the Europa League group stage after starting their qualifying campaign back in late July.
But they could not break down a stubborn Astra side who progressed by converting one of their only two shots on target.
In contrast, the Hammers had 17 unsuccessful attempts at goal – again highlighting Bilic’s need for attacking reinforcements.
The Croat says he is interested in signing Manchester City forward Wilfried Bony, but will not “beg” anyone to join the club.
Bilic freshened up his side again – as he has done throughout the summer – making eight changes from the starting XI which beat Premier League rivals Bournemouth at the weekend.
However, he had few attacking options to choose from, with Dimitri Payet, Andy Carroll, Manuel Lanzini and Andre Ayew all out injured.
As a result his team did not provide enough creativity and attacking threat against a side many expected them to beat.
Argentine striker Calleri missed two golden chances, one either side of the break, with only Fletcher – a young forward signed from Manchester United this summer – providing real spark when he came on shortly after the hour mark.
Who’s left in the Europa League?
The Hammers’ exit from Europe’s secondary club competition leaves Manchester United and Southampton as the only English sides in Friday’s draw.
Both teams moved directly into the group stage after finishing fifth and sixth in the Premier League last season, above seventh-placed West Ham.
Italian giants Inter Milan, Dutch runners-up Ajax and Spanish side Athletic Bilbao are all potential opponents for the English pair, along with Dundalk, who fell short of becoming the first Irish team to reach the Champions League group stage.
The draw takes place at 11:00 GMT on Friday.