West Ham lost 1-0 to the Black Cats courtesy of Jordan Henderson first-half strike despite having a number of good chances to come away with something from the North East.
It was a disappointing end to a good week,” Grant told the official site.
“Although, I was pleased with the spirit we showed, in the first half we didn't show the quality we can - even if the organisation was there. The second half we were better but we needed to score and they then started to hit us on the counterattack.
“The difference between one-zero and zero-zero is not so great. We need to do something because we cannot keep not winning away from home - even it if it is very difficult here where not even one team has won this season in the league. Sunderland's home record is amazing and it was not easy for us.
“We need to pay attention to all details if we want to win.”