The midfielder struck in the 89th minute on Saturday as Spurs drew 1-1 at The Hawthorns and missed the chance to go top of the Premier League.
Former team-mate Nacer Chadli scored with eight minutes left in his first game against Spurs since leaving White Hart Lane for £13million in the summer.
Alli was twice denied by Baggies keeper Ben Foster, who also saved from Ben Davies and Christian Eriksen, and after dominating the first half, Alli admitted Tottenham needed to be better.
He said: " When you are dominating a team that much you can lose focus at certain moments, they had a couple of chances and put one away
It was a good performance but we have to make sure we win those games
"You have to have faith in yourself, keep believing and sticking to the game plan and hope when the chance does come, one of you will put it away
I got a goal and more importantly we're still unbeaten.
"We didn't stop until the final whistle and even after the goal we we were looking to get another straight away, no matter what time it is we keep fighting and working for each other
"It's a hard place to come, they really do work together, but we felt we should have won."
Spurs go to Bayer Leverkusen in the Champions League on Tuesday with Toby Alderweireld a major doubt after being stretchered off with a leg injury, but Alli is eager to get to Germany and put Saturday's result right
"I can't wait, we can get back out there and get some minutes and get the win," he told the club's official site
"We have to keep going and pick ourselves up but there are a lot of positives
In the next game we have to make sure we put them (chances) away."
Baggies keeper Foster admitted the home side were disappointed to concede so late.
"That was a busy one, we knew going in Tottenham were going to play that style
They didn't disappoint but the way the game went we're a little disappointed we didn't get the three points," he told the club's official site
"It was carnage, we knew what quality they have got and they have some very technically gifted players
I was really happy to help the lads out and get into half-time 0-0."
Source : PA
Source: PA