Jamie O`Hara`s superb 25-yard strike put Wolves ahead but Albion equalised in injury time when Carlos Vela pounced after Hennessey failed to hold onto James Morrison's low drive.
"Of course it is a disappointing end. I am not going to try to deny that," said McCarthy. "The performance was very good. I haven't seen the goal yet but it is a bobbly old pitch.
"I don't know whether Wayne should have got it and kept it - but he has been brilliant for us. He has been fabulous. I thought we could have got a block on the original shot."
McCarthy added: "Overall the performance was good. We had a really good spell second half when we should have got an other goal.
"They came back into it but I'll take the point, which we have to do, and we've got Blackpool next week."
Source: PA
Source: PA