Nuno's team thought they had rescued a valuable 1-1 draw with the Premier League leaders last weekend when Callum Wilson netted in stoppage-time.
But Wilson's goal was disallowed after Pablo was penalised for a foul on Arsenal goalkeeper David Raya.
Adding to Nuno's frustration after the 1-0 loss, separate unpunished potential fouls occurred during the same phase of play, which could have earned his men a penalty - prompting West Ham to complain to referees' body the PGMOL.
And on Friday, the Premier League's Key Match Incidents panel also said the Hammers should have been awarded two penalties during their 3-0 defeat at Brentford a week earlier.
"We made a complaint," admitted Nuno, whose third-bottom side are two points behind fourth-bottom Tottenham with only two games left.
"I think it was normal that we did it, to try to find some answers to some questions that creates a lot of doubts.
"What is needed, and we're going to speak about referees and VAR, is consistency. It would help the game, it would help the Premier League, it would help first and foremost the players.
"They have to realise, they have to understand that there are no doubts, no frustrations."
West Ham travel to Newcastle on Sunday knowing a victory would lift them out of the relegation zone, before Tottenham face Chelsea at Stamford Bridge on Tuesday.
The prospect of dropping into the Championship for the first time since 2011-12 is a painful one for West Ham, who hired Nuno after sacking Graham Potter in September.
Nuno, who was axed himself by Nottingham Forest earlier this season, has no time to fret any further about VAR as he steels himself for the final chapter of West Ham's survival fight.
"The problem is that we compare similar situations with different decisions. This is where it is a frustration. That's why I insist on the term consistency, it's needed," he said.
"I didn't have time to think about the changes that find the solutions. It's not my clear focus on that. But more than anything, I think it's up to PGMOL to solve it."