Goals from Ivan Toney and Bryan Mbeumo secured a deserved win for the visitors as Wolves failed to get going.
Referee Darren England made some questionable calls, while Brentford employed time-wasting tactics after Shandon Baptiste was sent off – but The Bees were still good value for their win against a lacklustre Wolves side.
In a three-and-a-half minute answer to the first question of the post-match press conference, Lage admitted his side made costly errors, but that officials are not helping their cause.
He said: “We gave one goal to them in 25 minutes. Situations happen in both boxes and in our box it was a penalty, no argument with that.
“But if you have the image from when one defender grabbed Trincao and nothing happened.
“We started and controlled the game and after that corner we gave the penalty and it was a punch to accept.
“We created two or three chances, the one from Adama is a good example, and in the transition Brentford scored the second goal.
“We changed and took one defender off. We changed three defenders to bring strikers and wingers to help us find spaces. We created two or three situations that can change the game for us.
“The one for Raul that Adama crossed. We had chances to change the game but we didn’t.
“We complain about our mistakes and work hard to do it differently.
“I’m not complaining and I’m happy to be honest, but after these five games some decisions against us are very disappointing.
“Against Tottenham they had one penalty and then the same situation in their box against Raul and nothing happened.
“Man United, everyone saw what they did to Ruben. Today, another penalty and then in their box nothing happened.
“The last 45 minutes I need to understand how many minutes we played because I saw too many players on the floor from the opponent. Even the goalkeeper changed his gloves.
“For now we stick to complaining about what we did and the way we offered the goals to the opponent.
“They are a strong team and knew what to do in the last 45 minutes to manage the game. One, two or three situations is OK but it happens too much sometimes, and two players at the same time. But this is football.
“We move forward to the next game, that’s the most important thing.”
Wolves registered 11 shots throughout the game but failed to put any on target, despite throwing on all their attacking players towards the end of the game.
When asked if that was a concern, Lage added: “We don’t have a good average of goals, I know that. That’s why we come with the ambition to create more chances and score more goals.
“We had at least two good chances to score goals. This is a question not just for now, but for before and our way to work. We need to continue to work, create chances and score.”