Sam Allardyce elected to field a youthful team against the Latics, including the 22-year-old, but Roberto Martinez's side cruised to victory.
Spence, however, was awarded the home side's man of the match award despite the loss and says that the defeat was hard to take.
"To be honest I am just happy to play," Spence told the club's official website. "I am extremely grateful for the opportunity and everybody knows that whenever I pull on that claret and blue shirt I will give my all.
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"It was a good opportunity for us younger lads to come in and gain experience and show that we are still pushing for a place in the first team, unfortunately we didn't do that."
West Ham have only lost once in the Premier League this season and the loss on Wednesday evening ended their unbeaten start to the campaign at Upton Park.
"We are extremely disappointed with the result," Spence continued. "We spoke before the game about continuing our unbeaten run at home and we started really well by getting the opening goal but to concede four goals and to lose the game the way we did is extremely disappointing.
"It is an old cliché but everybody knows that goals win games, Wigan played very well, kept their shape and moved the ball well, but we knew we could capitalise if we pushed up onto them."