There was an air of impending disappointment around the Lane when the Hammers levelled for the second time despite our man advantage.
But Anthony Gardner came up with the goods in the nick of time and his first goal for the club two minutes from time secured maximum points.
Skipper Teddy, on target from the spot for his third goal in three games, reflected: "There were a few nerves out there.
"We had the 3-2 against Fulham but when they got to 2-1 and 2-2 it was going to be like that.
"This was a little different. It was an up and down game and we felt we were always on top but gave away sloppy goals. Thankfully we ended up getting a break ourselves at the end.
"It would have been a blow, even a draw would have been a bad result, especially with them being down to 10 men.
"We scored and then let them in again and that was very frustrating but at times you get games like that and we managed to grind it out."
Teddy said there were a few mind games as he prepared to take his penalty against his World Cup colleague David James - not least because he'd scored from the spot against Southampton a fortnight earlier.
"It was bluff, double-bluff, treble-bluff if you like," he added. "I just picked my spot and put it there.
"It was sweetly struck and if he'd have saved that it would have been an unbelievable save because it was right in the top corner."
Teddy Sheringham admits it would have been a huge blow to morale not to have toppled 10-man West Ham on Sunday.