Yoane Wisse, Bryan Mbeumo, Christian Norgaard and Fabio Carvalho struck the goals for the Bees.
Van Nistelrooy said, "The level between us and Brentford was simply too big after the first 10-15 minutes.
"They were solid. They are in a place we are far off that and we have to acknowledge it.
"We had a very positive start to the game with some good attacks and good pressure but on the other hand Brentford were lethal.
"I think at half-time 3-0 down we said we wanted to go out and at least show something. We felt the levels were simply too big between the teams.
"Is it always fight? Of course we keep fighting and keep going but we have to perform to the maximum of our capabilities, only fighting is not going to get you anywhere. You also need the quality on the pitch at the right time.
"You have to recover from this first of all as a head coach you take responsibility first and foremost. Then rest and come back with new energy to lift the place where necessary.
"Tomorrow is a new day and we start again. It starts with yourself, reflect and recover and collectively we have to move on."