West Brom striker Kevin Phillips hit out at the officials after they failed to penalise Milan Baros for handball in their 1-0 FA Cup semi-final defeat.
Phillips was convinced Portsmouth's Baros used his arm to control the ball in the build-up to Kanu's winning goal.
He told the BBC: "You know what these officials are like, they tend to bottle it a little bit in these big games.
"I'm gutted, I don't think we deserved to lose. We can hold our heads up high, Portsmouth have been very lucky."
The Baggies were more than a match for their Premier League opponents at Wembley.
But they failed to convert their dominance into goals and were made to pay when Kanu struck early in the second half against his former side.
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Phillips added: "We dominated in the first half, we just couldn't find that goal, but we've shown we are a quality footballing team."
West Brom boss Tony Mowbray said he had not seen the Baros handball and set his sights on gaining promotion back to the top flight.
He said: "I've no complaints - they are defensively a very well set-up team and the experience they have at the back is invaluable to them. They are an exceptional team.
"We found it hard to break through - the frustration is that we didn't threaten their goal enough.
"It wasn't happening for us. Our priority now is the league - we have six very important league fixtures to play and we will try to ply our trade in the Premier League next year."
West Brom are in fourth place in the Championship table, three points behind the leaders but with a game in hand.
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