Yoane Wissa snatched a late winner at the London Stadium after Jarrod Bowen looked to have earned the Hammers a point.
Brentford are unbeaten away from home after a stellar start to life as a Premier League club.
The Bees impressed again at West Ham and Frank was delighted with their approach against West Ham.
“We went to a difficult place, West Ham away,” said Frank.
“A very, very good team. The way we approached it, brave, aggressive, taking control of the game to go 1-0 up.
“West Ham took over in the second half and we had to show togetherness. But we did that. We weathered the storm after they scored but that mentality to go again for the win was fantastic.”
Brentford lost Kristoffer Ajer to injury in the week while Vitaly Janelt was injured in the warm-up here. Things then got worse when Shandon Baptiste was forced off in the first half.
“That’s why its an even bigger result,” said Frank.
“We all know that we are on the lowest budget. I’m satisfied with my squad but we don’t have as much quality or experience as the others but players are ready to step in.”