The Hammers were beaten 4-0 by Bayer Leverkusen on Saturday amid a backdrop of transfer frustration this summer.
Despite the British record sale of club captain Declan Rice to Arsenal, David Moyes is yet to bring any signings in.
They are the only Premier league club yet to make a signing despite the Scot chasing up to three or four players.
Carlos Borges looked set to join West Ham but the club were understood to have reservations over the winger’s wage demands and Ajax have since swooped.
James Ward-Prowse remains a leading target but the Hammers believe Southampton’s £35m asking price is too steep for a 28-year-old relegated from the top flight last season.
Replacing Rice remains the priority as West Ham prepare to travel to Bournemouth next week to begin their Premier League campaign.
Speaking after the defeat to Leverkusen, assistant manager McKinlay said: “Plenty of work to do and we won’t become too down in terms of the result today. We’ll get ourselves ready for next week.
“When you don’t play so well and get a result like we did today, the best thing to do is to get back on the grass.
“We’ll recover on Sunday and then we’ll be back working hard to get ourselves ready for Bournemouth.”
